| 复合二项模型下的破产概率 |
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| 引用本文： | 王绍锋. 复合二项模型下的破产概率[J]. 济宁师范专科学校学报, 2006, 27(3): 1-3 |
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| 作者姓名： | 王绍锋 |
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| 作者单位： | 济宁师专数学系 山东曲阜273155 |
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| 摘 要： | 本文利用复合二项模型下的罚金折现期望所满足的更新方程,分别推出Ψ(0)的显式解,Ψ(u)的递推解和变换解。
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| 关 键 词： | 复合二项模型 破产概率 调节系数 显式解 递推解 变换解 |
| 文章编号： | 1004-1877（2006）03-0001-03 |
| 收稿时间： | 2006-03-13 |
| 修稿时间： | 2006-03-13 |
Expected Discounted Penalty In The Compound Binomial Model |
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| Wang Shaofeng. Expected Discounted Penalty In The Compound Binomial Model[J]. Journal of Jining Teachers College, 2006, 27(3): 1-3 |
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| Authors: | Wang Shaofeng |
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| Affiliation: | Department of Mathematics, Jining Teacher College, Qufu, Shandong 273155 |
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| Abstract: | The exact solution for,the recursive solution and the transform solution for are obtained respectively by utilizing renewal equation of expected discounted penalty in compound binomial model. |
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| Keywords: | compound binomial model ruin probability adjustment coefficient exact solution recursive solution transform solution. |
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