First we introduce a pair function (f,g), then we get the expectation and the variance of the linear sum, the expectation of the duration and the cost from ruin to recovery or absolute ruin followed exponential claim through constructing martingale.
首先引入具有某种关系的函数对(f，g)，通过构造鞅得到了从破产到恢复或发生绝对破产赤字持续时间及期间内公司损失资本的线性和的期望与方差及指数索赔下的期望。
参考来源 - 含贷款利率复合Poisson模型破产严重程度的度量 （研究生论文）·2,447,543篇论文数据，部分数据来源于NoteExpress
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。
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.
尽管我们遗憾地不得不削减某些传统的工作领域，但我们绝对没有破产。
We are having to cut back on some of our traditional areas of work, with deep regret, but we are most definitely not bankrupt.
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