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WEI Ying-yuan, TANG Ying-hui. Generalized Research on A Discreet Model Risk[J]. Journal of University of Electronic Science and Technology of China, 2006, 35(3): 426-428.
Citation: WEI Ying-yuan, TANG Ying-hui. Generalized Research on A Discreet Model Risk[J]. Journal of University of Electronic Science and Technology of China, 2006, 35(3): 426-428.
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Generalized Research on A Discreet Model Risk

  • 1.

    Department of Mathematics,Hexi University of China Zhangye Gansu 734000;

  • 2.

    School of Information Management,Chengdu University of Technology Chengdu 610059

  • Received Date: 2004-06-11
  • Publish Date: 2006-06-15
通讯作者: 陈斌, bchen63@163.com
  • 1. 

    沈阳化工大学材料科学与工程学院 沈阳 110142

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Generalized Research on A Discreet Model Risk

  • 1. Department of Mathematics,Hexi University of China Zhangye Gansu 734000;
  • 2. School of Information Management,Chengdu University of Technology Chengdu 610059
  • Received Date: 2004-06-11
  • Publish Date: 2006-06-15

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.

WEI Ying-yuan, TANG Ying-hui. Generalized Research on A Discreet Model Risk[J]. Journal of University of Electronic Science and Technology of China, 2006, 35(3): 426-428.
Citation: WEI Ying-yuan, TANG Ying-hui. Generalized Research on A Discreet Model Risk[J]. Journal of University of Electronic Science and Technology of China, 2006, 35(3): 426-428.
shu

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