【摘要】 文章在将常值利率推广到变利率的情况下,研究了变利率的离散时间保险风险模型;得到了破产前最大盈余的分布、破产前盈余、破产后赤字与破产前最大盈余的联合分布以及首达某一水平x的时间分布的递推公式。更多还原

【Abstract】 This paper deals with ruin problems under the discrete time risk model with changeable rates.Under the condition of aggregating constant rates to changeable rates,the recursive expressions are derived of the supremum surplus distribution before ruin,supremum surplus before ruin,deficit after ruin and the joint distribution of surplus before ruin.The time when the surplus process reaches a given level x for the first time is obtained.更多还原