机构地区: 中南大学数学与统计学院
出 处: 《数学理论与应用》 2004年第1期101-104,共4页
摘 要: 本文提出并讨论了在固定利率下含投资因素、红利分配因素的两种离散型破产模型 ,分别得出了相应模型下关于保险公司的破产概率、期望寿命的结论 ,推广散没有考虑利率因素的离散型破产模型的有关结论。 In this paper,we discuss two kinds of discrete time ruin models under a constant interest force with investment and dividend factors.We obtain some results about the ruin probability and the expected life time of insurance company,which generalized the relative results in discrete time ruin model with no interest force factor.