数学杂志2013，Vol.33Issue(4)：709-716,8.
一类带扰动含副索赔离散模型的几个破产问题
SEVERAL RUIN PROBLEMS OF A DISCRETE TIME RISK MODEL WITH DIFFUSION AND BY-CLAIMS
摘要
Abstract
This paper researches several ruin problems in the risk model including disturbance and a class of by-claim.By using recursive methods,the recursive formulas of joint distribution of the surplus immediately before ruin and deficit at ruin is evaluated to describe the ruin severity of insurance companies,which generalize those in the delayed claims risk model without diffusion.关键词
索赔/扰动/破产前瞬时赢余/破产赤字Key words
claims/ disturbance/ surplus immediately before ruin/ deficit at ruin分类
数理科学引用本文复制引用
易亚利,胡源艳,欧诗德..一类带扰动含副索赔离散模型的几个破产问题[J].数学杂志,2013,33(4):709-716,8.基金项目
2013年广西自然科学基金项目资助(2013GXNSFAA019012) （2013GXNSFAA019012）
2011年玉林师范学院青年项目资助(2011YJQN06). （2011YJQN06）
