重庆理工大学学报：自然科学2012，Vol.26Issue(3)：114-119,6.
常利率下的再保险风险模型的破产概率
The Ultimate Ruin Probability in the Reinsurance Model with Constant Interest
摘要
Abstract
This paper is concerned with the ruin probability of the reinsurance model with constant interest from the view point of the insurer. The expression and the upper bound of the ruin probability are obtained by using the methods of differential equations and recursive calculations. The exact expression of the ruin probability is given when the individual claim has an exponential distribution with a quota reinsurance.关键词
破产概率/再保险/利率Key words
ruin probability/reinsurance/interest分类
数理科学引用本文复制引用
陈丽..常利率下的再保险风险模型的破产概率[J].重庆理工大学学报：自然科学,2012,26(3):114-119,6.基金项目
中央高校基金资助项目 （）
