关于经典风险理论破产概率统一表述的一个注记
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Keywords: 破产概率,经典风险理论,有限时间,统一表述
Abstract:
保险公司发生的索赔量分布是离散型或者是连续型的,在不同的分布类型下,保险公司破产的表述形式未必相同.本文在经典风险理论下,给出了有限时间内保险公司不破产的统一表述.
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