摘要
Inthisarticle,thejointdistributionsofseveralactuarialdiagnosticswhichareimportanttoinsurers’runningforthejump-diffusionriskprocessareexamined.Theyincludetheruintime,thetimeofthesurplusprocessleavingzeroultimately(simply,theultimatelyleaving-time),thesurplusimmediatelypriortoruin,thesupremeprofitsbeforeruin,thesupremeprofitsanddeficituntilitleaveszeroultimatelyandsoon.TheexplicitexpressionsfortheirdistributionsareobtainedmainlybythevariouspropertiesofL′evyprocess,suchasthehomogeneousstrongMarkovpropertyandthespatialhomogeneitypropertyetc,moveover,themanypropertiesforBrownianmotion.
出版日期
2010年03月13日（中国期刊网平台首次上网日期，不代表论文的发表时间）
