研究了常数利息力度下的破产概率。
This paper considered the ruin probability with constant interest force.
考虑了复合负二项风险模型下的破产概率。
The ruin probability of compound negative binomial risk model is considered.
得出伦德伯格不等式和最终破产概率公式。
Then the Lundberg inequality and the formula of the ruin probability are obtained.
考虑了破产时的期望，有限时间破产概率。
The expect of the time of ruin and the finite time ruin probability are also presented.
应用鞅论的方法，得出破产概率的一个不等式。
By using the method of Martingale, we get the inequality for the ultimately ruin probability.
企业具有破产概率对企业的内在价值有直接影响。
Enterprise with bankruptcy probability has effected on its internal value.
破产概率是度量保险公司最根本风险的有效方法。
The probability of ruin is the tool to measure the ultimate risk of insurance company.
考察了有利息力风险模型的有限时间破产概率问题。
The finite time ruin probability of the risk model with constant interest force was considered.
保险中有关风险模型的破产概率问题已经被广泛地研究。
Ruin probability of the insurance risk model has been extensively studied.
在模型中考虑了利率、保费和理赔相依情形对破产概率的影响。
The effects of interest and the dependent situation of both the aggregate claims and the aggregate premiums on the ruin probabilities in the models are considered.
第三章讨论常利率下一类大额索赔离散风险模型的破产概率估计。
Chapter Three investigates the ruin probability of a discrete time risk model under constant interest rate with heavy tails.
并且推导出了关于有限时间破产概率和破产时间分布的递归方程。
Recursive equations for finite time ruin probability and distribution of ruin time are derived.
第四章讨论随机利率下一类大额索赔离散风险模型的破产概率估计。
In Chapter Four, we further discuss the ruin probability of a discrete time risk model under random interest rate with heavy tails.
通过构造鞅的方法我们得到了无限时间下的破产概率的指数型上界。
Exponential bounds for ruin probabilities of an infinite time horizon are derived by martingale method.
本学位论文致力于研究在风险投资和重尾风险场合的渐近破产概率。
This thesis is devoted to the study of asymptotic ruin probabilities in the presence of risky investments and heavy tails.
在第四章，我们进一步把上一章的结果推广到无限时间破产概率的场合。
In Chapter 4 we further extend the result to the case of infinite time ruin probability with heavy tails.
然而，在实际生活中，利息是破产概率风险模型中非常重要的一个组成部分。
But interest is the important part in ruin probability of risk model in real life.
对一类带干扰的风险模型进行推广，并针对此模型给出了相应的破产概率上界。
Improvement of a risk model with interference is discussed and corresponding ruin probability upper bound is given for this model.
在保费收入可以改变的条件下，利用下鞅的收敛性，得到了破产概率的一个上界。
Under the condition of changing premium, the upbound of ruin probability was obtained by sub-martingale property.
讨论了赢余过程的性质，利用赢余过程的性质，给出了有关破产概率的两个结论。
The properties of surplus process are discussed and two conclusions related to the relevant bankruptcy probability are given by using the properties.
本章主要通过递推方法和鞅方法得出生存概率所满足的积分方程以及破产概率上界。
By recursive method and Martingale method, we derive the integral equation for the survival probability and obtain the exponential inequality for the ruin probability.
引进带干扰负风险和模型。给出该模型的破产概率所满足的积分-微分方程及解析式。
The paper considers a risk model with negative risk sum perturbed by diffusion. The integro-differential equation and the explicit expression for the ruin probability are derived.
对第三类风险模型进行研究，得到了有限时间破产概率和终极时间破产概率的上界估计。
At last we obtain the supremum estimation of the finite time ruin probability and the infinite time ruin probability in the third new risk model.
本文主要研究了两类推广的离散时间风险模型的有限时间内破产的概率和最终破产概率。
In this thesis, we mainly study the ruin probabilities in finite time and the ruin probabilities in infinite time in two generalized discrete time risk models.
证明了索赔时刻的盈余过程是一马氏过程，并用递归方法得到了此模型的破产概率上界。
Firstly surplus process in claim moment being a Markov chain was proved, then the upper bounds of the ruin probabilities was discussed by recursive method.
并且利用该破产模型推导出单一贷款额结构和多个贷款额结构下的破产概率及其递归公式。
Using this model, we derive the ruin probabilities and their recursive equations for the class with single loan amount and the class with multiple loan amounts.
利用鞅的概念，得到了该模型下的最终破产概率、盈余首次和末次达到给定水平时刻的分布。
Using the notion of martingale, the paper obtains the ultimate ruin probability and the distributions of the first and the last arrival time of a given level.
本文引入了一个含稀疏相关结构的二维风险模型，并基于此模型定义了三类不同的破产概率。
In this paper, we propose a two-dimensional risk model with thinning dependent structure and three different types of ruin probabilities are defined.
本文引入了一个含稀疏相关结构的二维风险模型，并基于此模型定义了三类不同的破产概率。
In this paper, we propose a two-dimensional risk model with thinning dependent structure and three different types of ruin probabilities are defined.
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