| 马氏调制费率下复合Poisson风险模型的Lundberg型不等式 |
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| 引用本文： | 李玉梅,向阳.马氏调制费率下复合Poisson风险模型的Lundberg型不等式[J].数学理论与应用,2005,25(4):52-54. |
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| 作者姓名： | 李玉梅 向阳 |
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| 作者单位： | [1]怀化学院数学系,怀化418008 [2]中南大学数学学院,长沙410075 |
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| 摘 要： | 对于具有马氏调制费率的复合Poisson风险模型，用无穷小生成元构造鞅的方法，导出了破产概率的Lundberg不等式。
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| 关 键 词： | 破产概率 Lubudgerg不等式 马氏调制费率 复合Poisson风险模型 保险公司 |
| 收稿时间： | 04 28 2005 12:00AM |
The Lundberg Inequality in A Compoumd Poisson Risk Model With Markov--Modulated Premium Rates |
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| Li Yumei, Xiang Yang.The Lundberg Inequality in A Compoumd Poisson Risk Model With Markov--Modulated Premium Rates[J].Mathematical Theory and Applications,2005,25(4):52-54. |
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| Authors: | Li Yumei Xiang Yang |
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| Institution: | 1. Department of Mathematics,Huaihua university,Huaihua,418008; 2 School of Mathematics .Central South University,Changsha,410075; |
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| Abstract: | In this paper, the Lundbeng inequality about the ruin probability is obtained by using Martingale methods in a compound Poisson risk model with Markov-modulated premium rates. |
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| Keywords: | Ruin probability Infinitesimal generator Lundberg inequality |
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