随机经济环境下风险模型破产时的分布  

Risk Model of the Distribution in Ruin Time Under a Stochasticeconomic Environment

作　　者：陆文林[1] 

机构地区：[1]盐城工学院基础教学部,江苏盐城224003

出　　处：《合肥学院学报（自然科学版）》2009年第4期35-37,共3页Journal of Hefei University :Natural Sciences

摘　　要：风险理论是应用概率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,获得了破产时的极值分布和破产前的盈余分布的积分方程.The study of the risk theory has been one of the important topics in field of probability. 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 the supremum distribution before ruin and the surplus distribution at the time of ruin are derived.

关 键 词：积分方程 风险模型 破产时极值分布 破产前盈余分布 

分 类 号：O211.6[理学—概率论与数理统计]