In this paper,we discussed the ruin probability of open-end fund by risk model.Under some conditions,we derived the super bound of the ruin probability by martingale method.Furthermore,the relationship between the ruin probability and the initial risk capital is discussed.
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张会勇,李鹏飞.开放式基金的破产概率[J].华东交通大学学报,2007,(2):158-160. ZHANG Hui-yong, LI Peng-fei. Ruin Probability of Open-end Fund[J]. JOURNAL OF EAST CHINA JIAOTONG UNIVERSTTY,2007,(2):158-160