经济数学Issue(1)：95-98,4.
带连续变利率风险模型最终破产概率上界∗
Upper Bounds for Ultimate Ruin Probabilities in the Risk Model with Continuous Increasing Variable Interest
摘要
Abstract
We consider the Sparre Andersen Model modified by the inclusion of a binary continuous variable interest force.The properties and presentation of accumulated surplus process are studied,the upper bounds for the ultimate ruin prob-abilities are derived by recursive techniques and adjustment coefficient equation system in increasing interest environment.The conclusion we derived is also a generalization of Lundberg-type upper bounds.关键词
二元变利息力/Sparre Andersen 模型/最终破产概率/调节系数方程组/Lundberg 上界Key words
binary variable interest force/Sparre Andersen Model/ultimate ruin probabilities/adjustment coefficient e-quation system/Lundberg-type upper bound分类
数理科学引用本文复制引用
王芝皓,吴黎军..带连续变利率风险模型最终破产概率上界∗[J].经济数学,2015,(1):95-98,4.基金项目
国家自然科学基金资助项目(11361058) （11361058）
