索赔次数为复合Poisson-Geometric过程的常利率风险模型  

THE COMPOUND POISSON-GEOMETRIC PROCESS RISK MODEL WITH A CONSTANT INTEREST RATE

作　　者：熊双平[1] 

机构地区：[1]上海师范大学数理信息学院,上海201418

出　　处：《经济数学》2006年第1期15-18,共4页Journal of Quantitative Economics

摘　　要：讨论了常利率下索赔次数为复合Po issong-G eom etric过程的风险模型的破产概率,得到了破产概率所满足的积分方程.In this paper, we investigate the probaility of ruin in the risk model with compound Poisson-geometric process under a constant interest rate. Integral equations that the probability of ruin satisfy are obtained

关 键 词：破产概率 积分方程 利率 复合POISSON-GEOMETRIC过程 

分 类 号：O211.6[理学—概率论与数理统计]