Sundt and Teugels(1995) considered the ultimate ruin probability in a compound Poisson model with a constant interest force, and they get its exact solution at the special case of exponential claim sizes.

 
  • Sundt和Teugels(1995)研究了常利率下复合泊松模型的终极破产概率,而且在个别理赔额服从指数分布的特殊情形下,他们还得到了终极破产概率的显式解。
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