常利率风险模型中盈余回复为正的理赔次数

On the Number of Claims before Recovery in the Risk Models with Constant Interest Rate

  • 摘要: 本文研究了常利率下风险模型中破产发生后, 经过n次理赔盈余过程首次回复为正的概率分布, 并得到其递推关系式.

     

    Abstract: In this paper, we study the probabilities of having n claims before the surplus process recovers to non-negative values and after the process has been ruined, and obtain the respective recursive formulas.

     

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