本文在保险数学(亦称为精算数学)的范畴内,对破产论近百年的研究进展作了综述性的回顾。
In the context of Insurance Mathematics (also to be called Actuarial Mathema tics), the researches of ruin theory carried out nearly for century are reviewed generally.
对于破产理论的研究,至今已有近百年的历史,但是有很长一段时间,绝大部分的破产论研究是不考虑利率的。
The research of the ruin theory has hundreds of years history up to now. But most research has not considered interest rates for a long time.
破产理论一直是风险理论的研究核心,对它的研究既有保险实务的应用背景,又有概率论上的兴趣。
Research on ruin theory has always been playing a pivot role in the study of risk theory since it bears both an insurance practical background and interests of probability theory.
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.
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.
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