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| 双更新风险模型 | |
| 引用本文： | 李俊海,刘再明. 双更新风险模型[J]. 应用数学学报, 2006, 29(2): 344-351 |
| 作者姓名： | 李俊海 刘再明 |
| 作者单位： | 1. 中南大学数学学院概率统计研究所,长沙,410075;河南工业大学数学系,郑州,450052 2. 中南大学数学学院概率统计研究所,长沙,410075 |
| 摘 要： | 本文讨论了具有两个到达过程的更新模型,在只要求点间间距的分布是绝对连续的简单条件下,利用鞅的乘积性质,得到了最终破产概率和有限时间破产概率的一个上界. |
| 关 键 词： | 乘积鞅 更新过程 破产概率 |
| 收稿时间： | 2004-03-15 |
| 修稿时间： | 2004-03-152004-12-24 |
On Two Renewal Risk Process |
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| LI JUNHAI,LIU ZAIMING. On Two Renewal Risk Process[J]. Acta Mathematicae Applicatae Sinica, 2006, 29(2): 344-351 | |
| Authors: | LI JUNHAI LIU ZAIMING |
| Affiliation: | School of Mathematics, Central South University, Changsha 410075; Department of Mathematics, Henan University of Technology, Zhengzhou 450052 |
| Abstract: | In this paper a renewal model with two independent arrival processes was considered. Under the only condition of that the distribution of inter-occurence time is absolutely continuouse, with the help of product of two martingales, up-bounds of ultimate ruin probabilities and finite time ruin founction are obtained. |
| Keywords: | producted martingale renewal process ruin probability |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |