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一类允许负资产运行的风险模型不破产概率
  • ISSN号：0465-7942
  • 期刊名称：《南开大学学报：自然科学版》
  • 时间：0
  • 分类：O211.6[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]山东工商学院数学与信息科学学院,山东烟台264005
  • 相关基金：国家自然科学基金（10571092）
作者： 邢永胜[1], 马建静[1]
关键词： 固定资产, 古典风险模型, 不破产概率, fixed assets, classical risk model, survival probability
中文摘要：

考虑了在一定条件下允许负资产运行的古典风险模型．通过不破产概率满足的积分一微分方程，得到此模型不破产概率的明确表达式，并且与古典风险模型不破产概率进行了比较．

英文摘要：

The risk model in negative surplus is considered. Using the integro-differential equation that the survival probability satisfies, the explicit expression for the survival probability is obtained, and compare it with that of classical model.

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期刊信息
  • 《南开大学学报：自然科学版》
  • 中国科技核心期刊
  • 主管单位:教育部
  • 主办单位:南开大学
  • 主编：田建国
  • 地址：天津南开区卫津路94号
  • 邮编：300071
  • 邮箱：
  • 电话：022-23501681
  • 国际标准刊号：ISSN：0465-7942
  • 国内统一刊号：ISSN：12-1105/N
  • 邮发代号:6-174
  • 获奖情况:
  • 中国期刊方阵“双效”期刊
  • 国内外数据库收录:
  • 俄罗斯文摘杂志,美国化学文摘（网络版）,德国数学文摘,英国动物学记录,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）,中国北大核心期刊（2000版）
  • 被引量:4822