【摘要】 在经典完全离散风险模型的基础上研究了多险种的风险模型,推广了传统的经典模型,讨论了几个和破产时刻有关的随机变量,通过拉普拉斯变换的方法,得到了终极破产概率的递推表达式和显式表达式.更多还原

【Abstract】 In this paper,fully discrete multi-type risk model was examined.Our model can be regarded as the generalization of the classical risk model.Several random variables relating to the ruin time were discussed,and the recursive expression of ruin probability and explicit expression of ruin probability were obtained by Laplace transform.更多还原