类过程在有限时间内破产概率的数值解
最后证明离散时间双Poisson 模型满足Lundberg
贾胜如
几类离散时间二元风险模型的破产概率及比较[EB/OL]
北京:中国科技论文在线
) 摘要: 将离散时间双Poisson 模型推广到双险种情形, 依据双险种的独立和相依结构分别
the result of existing literature
Finally prove discrete time dual poisson model satisfies the Lundberg
得出三类风险过程, 并将三类过程转化为已知双Poisson 模型, 利用已有文献结果给出三
) Abstract: The dual poisson model with discrete time is extended to the case of two risks, based on the independent
poisson model as well known,and get the numerical solution of finite time ruin probability by utilizing