At present, the main way to solve this problem is dynamic programming method and martingale method.

目前解决这一问题的主要方法是动态规划和鞅方法。

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Then we will use martingale approach to discuss the ruin problem of these two types of risk models.

并利用鞅的方法讨论了这类风险模型的破产问题。

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Then, for a given equivalent martingale measure, the optimal stopping problem of the permanent American option is solved.

本文在一个合适的等价鞅测度下，给出了带有事件风险的永久美式期权的定价及其最优停时。

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