Ruin Theory for the Risk Process Described by PDMPs  

作　　者：Guo-jingWang Chun-shengZhang RongWu 

机构地区：[1]DepartmentofMathematics,SuzhouUniversity,Suzhou215006,China [2]DepartmentofMathematics,NanKaiUniversity,Tianjin300071,China

出　　处：《Acta Mathematicae Applicatae Sinica》2003年第1期59-70,共12页应用数学学报（英文版）

基　　金：Supported by the National Natural Sciences Foundation of China (No.19971047);Doctoral Foundation of Suzhou University.

摘　　要：Abstract In this paper we consider the risk process that is described by a piecewise deterministic Markov processes (PDMP). We first present the construction of the risk process and then discuss some ruin problems for this new kind of risk model.Abstract In this paper we consider the risk process that is described by a piecewise deterministic Markov processes (PDMP). We first present the construction of the risk process and then discuss some ruin problems for this new kind of risk model.

关 键 词：Keywords Risk process survivor function ruins probability integro-differential equation supremum distribution bevor ruin 

分 类 号：F224.7[经济管理—国民经济] O211.62[理学—概率论与数理统计]