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.
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.
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.
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