数学杂志2013，Vol.33Issue(2)：213-220,8.
平衡更新风险过程破产时刻的矩
MOMENTS OF THE TIME TO RUIN IN THE STATIONARY RENEWAL RISK PROCESS
摘要
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.关键词
破产时刻/平衡更新风险过程/普通更新风险过程/拉普拉斯变换Key words
time to ruin/ stationary renewal risk process/ ordinary renewal risk process/Laplace transform分类
数理科学引用本文复制引用
徐怀..平衡更新风险过程破产时刻的矩[J].数学杂志,2013,33(2):213-220,8.基金项目
Supported by Tianyuan National Natural Science Foundation of China (11226207). （11226207）
