Discounted distribution

Discounted distributionDiscounted distribution
  1. And for the research of the second risk model disturbed by diffusion , we obtain the Laplace transform of the discounted joint distribution of the ruin time , the surplus before ruin and the deficit at ruin .

    对第二类风险模型进行研究,得到了破产时间,破产前瞬间盈余和破产时赤字的折现联合分布的Laplace变换。