The paper considers a risk model with negative risk sum perturbed by diffusion.
引进带干扰负风险和模型。
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.
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。
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