破产理论研究的历史和现状

journal6 ›› 2008, Vol. 29 ›› Issue (1): 29-33.

破产理论研究的历史和现状

(1.保险职业学院,湖南长沙 410114；2.广东商学院,广东广州 510320)

出版日期:2008-01-25 发布日期:2012-05-26
作者简介:徐沈新(1957-)，女，湖南湘潭人，保险职业学院副教授，主要从事经济数学和保险精算研究.
基金资助:
湖南省自然科学基金资助项目(04JJ3068)

History and Current Situation of Bankruptcy Theory Study

(1.Insurance Professional College,Changsha 410114,China;2.Guangdong University of Business Studies,Guangzhou 510320,China)

Online:2008-01-25 Published:2012-05-26

摘要/Abstract

摘要：对破产理论近百年来的研究进展作了一个综述,给出了Lundberg-Cramer经典风险模型的确切表述、基本假定和主要结论,重点阐述了当代破产理论权威学者Gerber及其合作者的主要研究成果,介绍了破产理论研究的2种主要方法，即Feller的更新方法和Gerber的鞅方法.

关键词： 破产概率, 调节系数, 更新方程, 鞅

Abstract: The researches of ruin theory carried out for nearly a century are reviewed generally.First,the clear descriptions,basic assumptions and main results of Lundberg-Cramer classical ruin model are given.Second,the main contributions of Hans GERBER,the leading scholar in ruin theory,and his group are analyzed on emphasis;and two modern approaches,renewal limit theorem and martingale,in researches of ruin theory are introduced.

Key words: ruin probability, adjustment coefficient, renewal theory, martingale

徐沈新, 方大凡. 破产理论研究的历史和现状[J]. journal6, 2008, 29(1): 29-33.

XU Shen-Xin, FANG Da-Fan. History and Current Situation of Bankruptcy Theory Study[J]. journal6, 2008, 29(1): 29-33.

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