天津师范大学学报(自然科学版)2002,Vol.22Issue(3):29-32,4.
常利率风险模型的破产概率
Ruin Probability for the Constant Real Interest Force Risk Model
摘要
Abstract
In this paper, we give the explicit expression of the ruin probability solution with Laplace-Stieltjes transform to the constant real interest force risk model proposed by Delbaen and Haezendonck(1987).关键词
常利率/Laplace-Stietjes 变换/积分-微分方程Key words
constant real interest force/Laplace-Stieltjes transform/integro-differential equation分类
数理科学引用本文复制引用
陈立新..常利率风险模型的破产概率[J].天津师范大学学报(自然科学版),2002,22(3):29-32,4.