稀疏过程的三特征的联合分布函数  

The Joint Distribution of Thinning Process

作　　者：胡玉玺[1] 张振中[1] 邹捷中[1] 

机构地区：[1]中南大学数学科学与计算技术学院,长沙410075

出　　处：《数学理论与应用》2006年第3期37-39,共3页Mathematical Theory and Applications

摘　　要：本文考虑一类人寿保险,保费到达为Po isson过程,索赔到达为p-稀疏过程,我们推导三特征的联合分布函数;破产时间,破产概率,破产前的盈余,破产赤字,并由这联合分布得破产概率的显示表达式.In this paper we＇ll discuss a risk process for life risk models,where the arrival of the term policies follows a Poisson Process,and the occurrence of the claim happen as the p-thinning process,we derive the explicit expression for the joint density function of three characteristics：the time of ruin, the surplus immediately before ruin,and the deficit at ruin. By using the explicit joint density function,we obtain the ruin probability.

关 键 词：对偶 联合分布函数 破产时间 破产前的盈余 稀疏过程 破产赤字 

分 类 号：O211.67[理学—概率论与数理统计]