摘要
本文利用随机过程中的后向法推导出破产概率的表达式 ,从而避开了调节系数的计算 。
In the paper, the author derives a formula of ruin with the backward method, which avoids the computation of adjustment coefficient. In the end, the author tests the formula with the situation that claims are distributed with exponential distribution.
出处
《预测》
CSSCI
2000年第2期74-75,64,共3页
Forecasting
