摘要
无分红上界时保险公司的盈余过程是Markov过程,先着重讨论在分红上界后,它的马氏性是否仍然保持的问题,并对完全离散的情况,进一步讨论了与Markov过程相关的正常返性以及平稳分布是否存在等问题.
It＇ s known that the surplus process without the constant dividend barrier in the classical risk model is a Markov process. First the Markovian properties of the surplus process with the constant dividend barrier are discussed, and then for the completely discrete case, its properties such as recurrence ere are studied.
出处
《复旦学报（自然科学版）》
CAS
CSCD
北大核心
2006年第5期654-657,共4页
Journal of Fudan University：Natural Science
