【摘要】 本文研究了平衡更新风险过程中破产时刻的一阶矩和二阶矩问题.以首次索赔发生的时间和大小为分隔条件,应用全概率公式,得到了平衡更新风险过程中破产时刻一阶矩和二阶矩的表达式,最后通过一个数值例子加以说明.更多还原

【Abstract】 In this paper, we consider moments of the time to ruin in the stationary renewal risk process. Under assumptions on the time and the amount of the first claim, we obtain an explicit expressions for the first and the second order moments of the time to ruin in the stationary renewal risk process by the law of total probability. Finally, we give a numerical example to illustrate the application of the results.更多还原