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。
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.
出处
《济宁师范专科学校学报》
2006年第3期1-3,共3页
Journal of Jining Teachers College
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
compound binomial model
ruin probability
adjustment coefficient
exact solution
recursive solution
transform solution.
