Coupled Volterra type integral equation systems for ultimate ruin probability, severity of ruin and joint distribution of surplus before and after ruin are also obtained.
对于毕竟破产概率,结合维他里型积分方程系统,得到了破产的严重性以及破产前和后的剩余额的联合分布。
Coupled Volterra type integral equation systems for ultimate ruin probability, severity of ruin and joint distribution of surplus before and after ruin are also obtained.
对于毕竟破产概率,结合维他里型积分方程系统,得到了破产的严重性以及破产前和后的剩余额的联合分布。
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