| 带干扰的一类相依风险模型 |
| |
| 引用本文： | 高珊.带干扰的一类相依风险模型[J].数学理论与应用,2008,28(1):69-72. |
| |
| 作者姓名： | 高珊 |
| |
| 作者单位： | 阜阳师范学院数学系 阜阳，236032 |
| |
| 摘 要： | 本文将古典风险模型推广为带干扰的一类相依风险模型。在此风险模型中,保单到达过程为一Pois-son过程,而索赔到达过程为保单到达过程的P-稀疏过程。利用鞅的方法得到了破产概率和Lundberg不等式。
|
| 关 键 词： | 相依 干扰 稀疏过程 鞅 破产概率 |
A dependent risk model perturbed by diffusion |
| |
| Gao Shan.A dependent risk model perturbed by diffusion[J].Mathematical Theory and Applications,2008,28(1):69-72. |
| |
| Authors: | Gao Shan |
| |
| Institution: | Gao Shah ( Department of Mathematics, Fuyang Normal College, Fuyang 236032 ) |
| |
| Abstract: | In this paper,the classical risk model is generalized as a dependent r isk model perturbed by diffusion,in which the arrival of term policies follows a Poisson process and the arrival of the claims follows a p-thinning process of t he arrival of term policies.By using the method of martingale,the formula and th e Lundberg's inequality of the ruin probability are obtained. |
| |
| Keywords: | dependent diffusion thinning process martingale ruin probabi lity |
| 本文献已被 CNKI 维普 等数据库收录！ |
