破产理论中破产瞬间的相关分布  

The Related Distribution of Bankruptcy Instant in Bankruptcy Theory

作　　者：李国晖[1] 

机构地区：[1]内蒙古财经学院,呼和浩特010051

出　　处：《现代计算机》2011年第11期6-8,共3页Modern Computer

摘　　要：对古典风险模型给出破产时间和破产瞬间前后余额三者的联合密度函数表达式,计算出索赔额服从指数分布且初始余额为零时有限破产时间密度函数的展开式,并由此得到负余额首次恢复到零值时刻的分布函数的表达式,具体考虑索赔额服从指数分布的情形,为保险公司的财务精算分析提供理论支持。Presents the joint density function expression of surplus at three stage, namely, the time of bankruptcy, prior and post bankruptcy in classical risk model. It calculates the distribution of the subordinate index of the amount in claim, and calculates the expansion of the limited bankruptcy time density function with the initial surplus as zero. And accordingly, it reaches the expression of the distribution function at the time when the negative surplus firstly comes to zero. And takes the subordinate index of the amount of claim into consideration in details, so as to provide the theory basis for the accurate calculation of the insurance enterprises＇ property.

关 键 词：古典风险模型 联合密度函数 索赔额 指数分布 

分 类 号：F224[经济管理—国民经济] F840