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在二维框架下,研究了两种类型的破产.当索赔分布是重尾分布时,对于这两种类型的破产,分别得到了生存概率满足的积分-微分方程,以及有限时间破产概率的明确的渐进表达式.
In the two-dimensional framework, two types of bankruptcy are studied. When the distribution of claims is a heavy-tailed distribution, the integral-differential equations that satisfy the survival probability and the definite probability of ruin for a finite time are respectively obtained for the two types of bankruptcy Progressive expression.