考虑一般投资收益和时间相依索赔情形下二维带扰动风险模型的有限时间破产概率渐近估计.pdfVIP免费

2023,43A(5):1529–1558http://actams.wipm.ac.cn•Ä˜„Ý]ÂÃÚžmƒ•¢�œ/e�‘‘6ĺx�.�k•žm»�VÇìC�O§µ�½¤∗(>f‰EŒÆêƉÆÆ�¤Ñ611731)Á‡:•Ääk˜„Ý]ÂÃL§��‘‘6Ä�xºx�.,b½�xúiJ{�Ý]ÂÃL§dmë†4‘ÅL§•x,…ü«¢��†¢��ˆžmm…ÑlSarmanovƒ•(�.�¢��©Ùáu�KCz—©Ùxž,��k•žm»�VÇ�ìCúª.�£ãÝ]ÂÃL§�më†4L§©O�L´evyL§,Vasicek|Ç�.,Cox-Ingersoll-Ross(CIR)|Ç�.,Heston�.ž,��ƒAÝ]ÂÃœ/e»�VÇ�ìCúª.'…c:ºx�.;Ý]ÂÃ;žmƒ•;»�VÇ.MR(2010)ÌK©a:62E20;62P05¥ã©aÒ:O211.4©zI£è:A©Ù?Ò:1003-3998(2023)05-1529-301ÚóCc5,˜‘ºx�.»�VÇ�ïĤJ´a[1,8,10,11,19,21,23].éu�xúi5`,•²E˜«’Ö´ØŒŒU�,Ïdõ‘�xºx�.�ïÄ�JþF§,��‘�xºx�.Š•˜‘�xºx�.�g,í29p‘�xºx�.�A~äk-‡¿Â,„©z[3–7,9,12,16–18,20,25,27].‘X·IãLFÃOõÚ7K¹ÄFê„,�xúi]��Ý]ÂÃéÙºxäk�5�-‡�K•,�3Ýþ�xúi�»�VÇžL•Ä�]��Ý]ÂÃù˜-‡Ïƒ.éõÆöb��xúi]��Ý]Âô~ê,�=¦�xúi3Ž|Ý],ÙÂÃÇ•´Cz�,ù˜nŽzb�•´•�•B3êÆþ?n.37K¹ÄFê„�8U,�xúiÏ~¬òÝ]|Ü�˜Ü©]��ïŒU¼��p£��ºx]�,Ïd,�xúi]��Ý]ÂÃäkØ(½5†ºx5.•kÆöb��xúi]��éêÝ]ÂÃL§dL´evyL§•x,�é�xúi5`,ÙÝ]ÂÃL§¿š�´d²-ÕáL§•x,~X,CIR|Ç�.•x�Ý]ÂÃL§´MarkovL§,Äu©/ÙK$Ä�‘ÅÅÄ5�.•x�Ý]ÂÃL§$–ØUdMarkovL§•x.•�y�xúi»�VÇ��OجL$½Lp,XÛÀJ‘ÅL§£ã�xúi]��Ý]ÂÃäk]Ô5,•)ûù˜¯K,b��xúi�éêÝ]ÂÃL§d˜„�më†4‘ÅL§•x,�©ïÄ�‘‘6Ä�xºx�.»�VÇ�ìC�O.ÂvFÏ:2021-06-21;?¾FÏ:2022-07-05E-mail:wangdc@uestc.edu.cn;chming@std.uestc.edu.cnÄ7‘8:I[g,‰ÆÄ7(71271042)!�H“‰ŒÆƬ‰ïéÄ‘8(2020ZB014)Ú�HŽÄ:ïÄ“c‘8(202201AU070051)SupportedbytheNSFC(71271042),theYunnanNormalUniversity(2020ZB014)andtheYunnanProvinceScienceandTechnologyDepartment(202201AU070051)∗ÏÕŠö1530êÆÔnÆ�Vol.43A�më†4‘ÅL§{ξ(t),t≥0}£ã�xúi�éêÝ]ÂÃL§…ξ(0)=0.�{B1(t),t≥0}Ú{B2(t),t≥0...