| 保费收取过程是随机过程的双险种风险模型 |
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| 引用本文： | 郑彦玲,吴黎军,祝兵.保费收取过程是随机过程的双险种风险模型[J].数学的实践与认识,2008,38(19). |
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| 作者姓名： | 郑彦玲 吴黎军 祝兵 |
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| 摘 要： | 研究保费收取过程是一个随机过程的双险种风险模型,得出了Lundberg上界、最终破产概率、不破产所满足的微积分方程、索赔服从指数分布的不破产概率、有限时间不破产所满足的微积分方程.
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| 关 键 词： | 破产理论 复合Poisson分布 Lundberg上界 鞅 停时 平稳独立增量 |
A Two Dependent Class of Insurance Business Which Premium Income is Random Variables |
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| ZHENG Yan-ling,WU Li-jun,ZHU Bing.A Two Dependent Class of Insurance Business Which Premium Income is Random Variables[J].Mathematics in Practice and Theory,2008,38(19). |
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| Authors: | ZHENG Yan-ling WU Li-jun ZHU Bing |
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| Abstract: | We study a two dependent class of insurance business which premium income is random variables. as its consequence, several good results are given. the lundberg upper bounds, ultimate ruin probability, the non-ruin differential and integral function, the non-ruin probability under exponential distribution, the non-ruin differential model with limited time. |
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| Keywords: | ruin theory compound poisson distribution lundberg upper bounds martingale stopping time stationary and independent increments |
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