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.
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- Sundt和Teugels(1995)研究了常利率下復合泊松模型的終極破產(chǎn)概率，而且在個(gè)別理賠額服從指數分布的特殊情形下，他們還得到了終極破產(chǎn)概率的顯式解。
