In this paper the joint distribution of the time of ruin, the surplus immediately before ruin, and the deficit at ruin is discussed in the compound binomial model.

 
  • 摘要討論復合二項模型中破產(chǎn)前一刻的盈余、破產(chǎn)時(shí)赤字和破產(chǎn)時(shí)刻的聯(lián)合分布。
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