| 常利率下相依风险模型的破产问题 |
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| 引用本文： | 张燕,田铮,刘向增. 常利率下相依风险模型的破产问题[J]. 纺织高校基础科学学报, 2007, 20(4): 340-343 |
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| 作者姓名： | 张燕 田铮 刘向增 |
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| 作者单位： | 西北工业大学,应用数学系,陕西,西安,710072 |
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| 摘 要： | 考虑常利率下理赔时间间隔与理额赔相依的风险模型.利用Laplace变换,首先得到了该模的生存概率和破产概率的Laplace变换满足的一阶齐次微分方程,其次得到了生存概率满足的指数积分方程.
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| 关 键 词： | 常利率 生存概率 破产概率 微分-积分方程 Laplace变换 |
| 文章编号： | 1006-8341（2007）04-0340-04 |
| 收稿时间： | 2007-05-21 |
On the ruin of a dependent risk model with a constant interest |
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| ZHANG Yan,TIAN Zheng,LIU Xiang-zeng. On the ruin of a dependent risk model with a constant interest[J]. Basic Sciences Journal of Textile Universities, 2007, 20(4): 340-343 |
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| Authors: | ZHANG Yan TIAN Zheng LIU Xiang-zeng |
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| Abstract: | A risk model with dependence between claim sizes and claim intervals is considered under a constant interest.Firstly,the one-order homogeneous differential equations for the Laplace transforms of the survival probability and the ruin probability are derived.Secondly,the exponential equations of the survival probability and the ruin probability are obtained. |
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| Keywords: | constant interest survival probability ruin probability integro-differential equations Laplace transforms |
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