Bidimensional discrete-time risk model with constant interest(考虑常利率的二维离散风险模型的破产概率)

考虑一个带常利率的二维离散风险模型.假设两险种的理赔服从二维一阶自回归模型，利用鞅方法导出最终破产概率的Lundberg型不等式及上界.并通过具体数值分析解释了各种不同参数对破产概率上界的影响.

Bibliographic Details
Main Authors:	WANGQuan(王泉), ZHANGYi(张奕)
Format:	Article
Language:	zho
Published:	Zhejiang University Press 2008-09-01
Series:	Zhejiang Daxue xuebao. Lixue ban
Subjects:	二维离散风险模型一阶自回归模型鞅 lundberg不等式 lundberg上界 fgm连接函数
Online Access:	https://doi.org/10.3785/j.issn.1008-9497.2008.05.006

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