| 一类常利率下的复合Poisson-Geometric过程风险模型 |
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| 引用本文： | 甘柳,晏小兵,彭朝晖.一类常利率下的复合Poisson-Geometric过程风险模型[J].数学理论与应用,2010(1):62-66. |
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| 作者姓名： | 甘柳 晏小兵 彭朝晖 |
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| 作者单位： | 长沙理工大学经济管理学院;长沙理工大学数学与计算科学学院; |
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| 基金项目： | 国家自然科学基金(No:10771021;10471012);;教育部留学回国人员科研启动基金([2005]564);;湖南省自然科学基金(No:08JJ3007);;湖南省教育厅科研基金(No:07A003;08C120;07C078;06C099)资助项目 |
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| 摘 要： | 将文献6]中常利率情况下的风险模型,推广为索赔来到过程为Poisson-Geometric过程的风险模型.给出了该模型初始资产为u时生存概率所满足的积分方程,并更正了文献6]中的错误。
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| 关 键 词： | Poisson—Geometric过程 破产概率 |
A Class of Compound Poisson-Geometric Process Risk Model with Constant Interest Force |
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| Gan Liu Yan Xiaobin Peng Zhaohui.A Class of Compound Poisson-Geometric Process Risk Model with Constant Interest Force[J].Mathematical Theory and Applications,2010(1):62-66. |
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| Authors: | Gan Liu Yan Xiaobin Peng Zhaohui |
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| Institution: | 1.College of Economics and Management/a>;Changsha University of Science & Technology/a>;Changsha/a>;410076;2.College of Mathematics and Computing Science/a>;410076 |
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| Abstract: | A risk model under a constant interest rate in the literature6] is generalized with compound Poisson-Geometric process.The integral equation satisfying the non-ruin probability with initial reserve u,and the error of literature6] is corrected. |
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| Keywords: | Poisson-Geometric process Ruin probability |
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