一类随机经济环境下风险模型的破产概率  

Risk Model Under a Stochastic Economic Environment

作　　者：陆文林[1] 周宏伟[2] 

机构地区：[1]盐城工学院基础教学部,江苏盐城224051 [2]南京晓庄学院数学系,江苏南京211171

出　　处：《盐城工学院学报（自然科学版）》2009年第2期20-22,共3页Journal of Yancheng Institute of Technology:Natural Science Edition

摘　　要：对破产概率的研究是风险理论领域中的一个热门课题。构造了受投资回报和通货膨胀经济因素影响的古典风险模型,通过证明的一个引理,获得了破产概率的积分方程和微分方程。The study of the ruin probability has been one of the important topics in the field of risk theory. We discuss a general risk model of an insurance company, which allows for stochastic rate of return on investments as well as stochastic level of inflation. The integral equations of ruin probability, and the integro - differential equation for the ultimate ruin probability are obtained.

关 键 词：破产概率 微分方程 风险模型 

分 类 号：O211.9[理学—概率论与数理统计] F224.7[理学—数学]