ISSN 
离散时间风险模型的推广研究
Generalized Research on A Discreet Model Risk
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摘要: 通过引入修正理赔总量和修正盈余的概念,探讨了在相继两时期的理赔总量具有相关性的条件下的一种离散时间风险模型,给出了破产发生时期数和最终破产概率的定义,采用鞅论方法得到了最终破产概率的Lundberg上界。Abstract: Are studied by introducing the modified surplus and modified claim amounts,Some questions in a discrete risk model.The lundberg upper bound of the ultimate probability of ruin is obtained by using the martingale approach.
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