摘要
风险分析中古典风险模型的不破产概率与带正跳的Levy过程的极值分布有着密切的关系,人们已经获得了在一类特殊情况下此极值分布关于不破产概率的表达式[1]。本文将此加以推广,在不同的时间范围内讨论,得出了更一般意义上的结果.
The extremal distribution for the Levy process with positive jumping has close relation with non-ruin probability in risk analysis.People have already got this extremal distribution's expression in some special instance.In order to have a better understanding of it,we extend this special instance and discuss this extremal distribution with different range.Through calculation we get a result which is more common in this paper.
出处
《安徽大学学报（自然科学版）》
CAS
北大核心
2005年第3期11-13,共3页
Journal of Anhui University(Natural Science Edition)
