| 破产分布及其方程 |
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| 引用本文： | 卢金余,王汉兴,赵飞.破产分布及其方程[J].上海大学学报(英文版),2005,9(1):6-11. |
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| 作者姓名： | 卢金余 王汉兴 赵飞 |
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| 作者单位： | DepartmentofMathematics,CollegeofSciences,ShanghaiUniversity,Shanghai200444,P.R.China |
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| 摘 要： | In this paper, the ruin distributions were analyzed, Including the distribution of surplus immediately before ruin, the distribution of claim at the time of ruin, the distribution of deficit, and the distribution of surplus at the beginning of the claim period before ruin. Several Integral equations for the ruin distributions were derived and some solutions under special conditions were obtained.
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| 关 键 词： | 破产分布 调整系数 破产概率 数字方程 破产时间 |
| 收稿时间： | 26 June 2003 |
Ruin distributions and their equations |
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| Lu?Jin-yu,Wang?Hanxing,Zhao?Fei.Ruin distributions and their equations[J].Journal of Shanghai University(English Edition),2005,9(1):6-11. |
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| Authors: | Lu Jin-yu Wang Hanxing Zhao Fei |
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| Institution: | Department of Mathematics, College of Sciences, Shanghai University, Shanghai 200444, P.R. China |
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| Abstract: | In this paper, the ruin distributions were analyzed, including the distribution of surplus immediately before ruin, the distribution of claim at the time of ruin, the distribution of deficit, and the distribution of surplus at the beginning of the claim period before ruin. Several integral equations for the ruin distributions were derived and some solutions under special conditions were obtained. |
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| Keywords: | ruin probability adjustment coefficient ruin distributions stopping time |
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