There is a limitation to the classical risk process,in this paper we discuss multiple line risk process with a stochastic return.we present the expression for the ruin probability.

 
  • 由于經(jīng)典模型的局限性;本文討論了帶隨機投資收益的多險種風(fēng)險過(guò)程;給出了破產(chǎn)概率的簡(jiǎn)單表達式.
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