| 带投资风险过程的一些分布与策略的关系 |
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| 引用本文： | 黎可. 带投资风险过程的一些分布与策略的关系[J]. 重庆理工大学学报(自然科学版), 2007, 21(9): 76-78,103 |
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| 作者姓名： | 黎可 |
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| 作者单位： | 中南大学数学科学与计算技术学院,长沙410075 |
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| 摘 要： | 讨论了带随机返回投资的风险过程的一些分布，包括带投资风险过程的剩余分布、余额分布的一些性质，推导了它们及破产概率与投资策略所没满足的方程．
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| 关 键 词： | 风险过程 破产概率 剩余分布 余额分布 积分-微分方程 |
| 文章编号： | 1671-0924（2007）05-0076-03 |
| 收稿时间： | 2007-03-13 |
| 修稿时间： | 2007-03-13 |
Relationship between the Investment Strategy and Some Distributions of the Risk Process with Stochastic Return on Investment |
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| LI Ke. Relationship between the Investment Strategy and Some Distributions of the Risk Process with Stochastic Return on Investment[J]. Journal of Chongqing University of Technology(Natural Science), 2007, 21(9): 76-78,103 |
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| Authors: | LI Ke |
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| Affiliation: | School of Mathematical and Computation Technology, Central South University, Changsha 410075, China |
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| Abstract: | This paper mainly discusses some distributions of the risk process with stochastic return on investment, including some properties of supremum distribution and surplus distribution, and deduces the formula for them and ruins probability and investment strategy. |
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| Keywords: | risk process rain probability supremum distribution surplus distribution integral-differential formula |
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