1) finite time ruin deficit
有限时间内破产赤字
2) finite-horizon ruin probability
有限时间内破产概率
3) the deficit at ruin
破产时赤字
1.
The inte- gral expressions,continuities,twice continuous differentiability and integro-diffcrential equations about F_δ(u;x),the distribution of the surplus immediately before ruin,and H_δ(u;x,y),the joint distribution of the surplus immediately before ruin and the deficit at ruin are obtained.
我们考虑既带有随机干扰又带有确定投资回报的风险过程,得到了破产前瞬间盈余的分布F_δ(u,x)及破产前瞬间盈余和破产时赤字的联合分布H_δ(u,x,y)所满足的积分表达,连续性及二次连续可微性和积分-微分方程。
2.
Then receive the equations satisfied by ruin probability,the moments of the surplus immediately prior to ruin and the deficit at ruin.
研究了当保费率随理赔强度的变化而变化时C ox风险模型的折现罚金函数,利用后向差分法得到了折现罚金函数所满足的积分方程,进而得到了破产概率,破产前瞬时盈余、破产时赤字的各阶矩所满足的积分方程。
3.
By the way, some results about the distribution of the deficit at ruin and the probability of ruin are derived.
所有这些都为GerberandLandry (1998)和TsaiandWillmot (2 0 0 2 )中结论的前提假定提供了可靠的保证 ,同时 ,关于破产时赤字的分布及破产概率的一些结果也被得到 。
4) deficit at ruin
破产时赤字
1.
We induce a functional and obtain its integral equation,from which we derive several integral equations,such as equations on the deficit distributions at the time of ruin,distribution of the instantaneous surplus immediately before ruin and the joint distribution of instantaneous surplus before ruin and deficit at ruin.
研究了常利率下更新风险模型,引入了一个泛函,并得到了它的积分方程,然后由此方程得到了生存概率、破产时赤字分布、破产前瞬时盈余分布,破产前瞬时盈余和破产时赤字的联合分布所满足的积分方程。
2.
Under the assumption for existence of the adjustment coefficient,the asymptotic formulae for the ultimate ruin probability,the probabilities of surplus immediately before ruin and the deficit at ruin are given for sufficiently large initial surlus by means of a discrete key renewal limit theorem.
本文研究了离散的三项分布风险模型,在调节系数存在的前提下,借助于离散更新方程的一个极限定理,对于充分大的初始盈余给出了最终破产概率、破产前一刻的盈余和破产时赤字的概率的渐近解。
3.
In this paper the joint distribution of the time of ruin,the surplus immediately before ruin,and the deficit at ruin is discussed in the compound binomial model.
讨论复合二项模型中破产前一刻的盈余、破产时赤字和破产时刻的联合分布。
5) the supreme profits before ruin
破产时的赤字
1.
The ruin probability,the deficit at ruin,the surplus immediately prior to ruin and the supreme profits before ruin of the compound Poisson risk model have been deeply studied by Hans.
对于经典风险模型，Gerber, Dickson, 吴荣等，已经对破产概率，破产时的赤字，破产瞬间前的余额，破产前的最大余额，以及最后一次破产前的最大余额等，作了较详尽的研究。
6) the distribution of the deficit at ruin
破产时赤字分布
1.
By further using the explicit expression of expected discounted penalty function,the explicit expression of ruin probability,the distribution of the surplus immediately before ruin occurrence,and the distribution of the deficit at ruin were obtained.
研究了一类带有多重门限分红策略的泊松风险模型,得到了Gerber-Shiu平均折现罚金函数Φ(u;b)满足的逐段积分—微分方程和逐段指数型积分方程,并运用Laplace变换法给出了Gerber-Shiu平均折现罚金函数Φ(u;b)的显示解;进一步运用平均折现罚金函数Φ(u;b)的显示解给出了破产概率、破产前的盈余分布、破产时赤字分布的显示表达。
补充资料：股份有限公司的破产原因（破产界限）
股份有限公司的破产原因（破产界限）——
股份有限公司的破产原因，又称破产界限，指法院判断是否宣告股份有限公司破产的根据和理由，即法院在何种情况下宣告债务人处于破产状态。《公司法》规定，股份有限公司不能清偿到期债务，即构成破产原因。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条