We find a martingale,by which we prove the surplus process is still a compound binomial model whose premium is one money unit based on the condition given.
利用鞅方法,构造了一个鞅,在模型的假定条件下证明了余额过程在概率测度P~((s))下仍是保费收入为1的复合二项模型。
参考来源 - 取值连续的复合二项模型的破产概率·2,447,543篇论文数据，部分数据来源于NoteExpress
The surplus process of the absolute ruin model is a PDMP.
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。
It points out a serial property of surplus process adjustment coefficient.
余额过程中调节系数的系列性质。
The martingale property and the strong Markov property of this kind of surplus process are discussed.
讨论了该盈余过程的马尔科夫性和鞅性。
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