在古典绝对破产模型下盈余过程为是逐段决定马尔可夫过程。
它直观上可视作半动力系统随机中断(或出现问题)的时刻，亦可视作逐段决定马尔可夫过程的首次随机跳跃时刻。
In a sense, it can be seen as the time when semi-dynamic system is killed, or as the time the first random jump of piecewise deterministic Markov process.
根据逐段决定马尔可夫过程具有马氏性和强马氏性，本文推导出了在古典风险模型下绝对破产概率的一个明确表达式。
In this paper, we deduced the explicit expression of the absolute ruin probability for classical risk model by using of the Markov property and strong Markov property of PDMP.
根据逐段决定马尔可夫过程具有马氏性和强马氏性，本文推导出了在古典风险模型下绝对破产概率的一个明确表达式。
In this paper, we deduced the explicit expression of the absolute ruin probability for classical risk model by using of the Markov property and strong Markov property of PDMP.
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