Renewal equation is core formula to derive ruin probability usually from mathematical analysis of surplus process and ruin probability.By considering two models such as calssic risk model and usual interest rate risk model,this paper gives new deriving method of renewal equation,proposes that ruin probability is defect density of immediate surplus before ruin after regularization and studies the independence of defenct density of ruin deficit and immediate surplus before ruin after regularization.
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韩 雷.破产概率更新方程的新推导方法[J].重庆工商大学学报(自然科学版),2013,30(7):24-27 HAN Lei. New Derivation Method for Renewal Equation of Ruin Probability[J]. Journal of Chongqing Technology and Business University(Natural Science Edition),2013,30(7):24-27