| 带利率的特殊双险种风险模型的破产概率 |
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| 引用本文： | 乔克林,李粉香,任芳玲. 带利率的特殊双险种风险模型的破产概率[J]. 经济数学, 2009, 26(4) |
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| 作者姓名： | 乔克林 李粉香 任芳玲 |
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| 作者单位： | 延安大学,数学与计算机科学学院,陕西,延安,716000;延安大学,数学与计算机科学学院,陕西,延安,716000;延安大学,数学与计算机科学学院,陕西,延安,716000 |
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| 基金项目： | 陕西省教育厅专项科研基金资助项目(06JK152) |
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| 摘 要： | 研究了保费为一复合随机过程且含利率因素的特殊双险种风险模型,给出了此模型下保险公司稳定经营的必要条件;证明了调节系数的存在性;用鞅方法讨论了此模型的破产概率上界.
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| 关 键 词： | 利率 破产概率 鞅方法 双险种 |
THE RUIN PROBABILITIES OF A SPECIAL DOUBLE TYPE-INSURANCE RISK MODEL WITH INTEREST |
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| QIAO Ke-lin; LI Fen-xiang; REN Fang-ling. THE RUIN PROBABILITIES OF A SPECIAL DOUBLE TYPE-INSURANCE RISK MODEL WITH INTEREST[J]. Mathematics in Economics, 2009, 26(4) |
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| Authors: | QIAO Ke-lin LI Fen-xiang REN Fang-ling |
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| Affiliation: | QIAO Ke-lin; LI Fen-xiang; REN Fang-ling(Yan an University College of Mathematics and Computer Science; Yan an; Shaan xi 716000; China); |
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| Abstract: | A special double type-insurance risk model with interest and whose premium is a compound stochastic process was discussed.The necessary conditions of the insurance company s stable managemen were given.The existance of this model s adjustment coefficient was proved.The upper bounds of the ruin probabilities was discussed by using martingales method. |
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| Keywords: | interest ruin probabilities martingales method double type-insurance |
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