| 一类带干扰风险过程的破产概率的估计 |
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| 引用本文： | 司建东,王振羽,王过京.一类带干扰风险过程的破产概率的估计[J].高校应用数学学报(英文版),2002,17(4):435-441. |
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| 作者姓名： | 司建东 王振羽 王过京 |
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| 作者单位： | [1]Dept.ofMath.,SuzhouUniv.Suzhou215006.China. [2]YanchengInstituteofTechnology,Yancheng221001.China. |
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| 摘 要： | In this paper,a class of risk processes perturbed by diffusion are considered. The Lundberg inequalities for the ruin probability are obtained. The size of the Lundberg exponents for different kinds of risk model is compared. The numerical illustration for the impact of the parameters on the ruin probability is given.
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| 关 键 词： | 破产概率 估计 干扰 风险过程 |
| 收稿时间： | 28 March 2002 |
Ruin problem for a class of risk processes perturbed by diffusion |
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| Jiandong Si,Zhenyu Wang,Guojing Wang.Ruin problem for a class of risk processes perturbed by diffusion[J].Applied Mathematics A Journal of Chinese Universities,2002,17(4):435-441. |
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| Authors: | Jiandong Si Zhenyu Wang Guojing Wang |
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| Institution: | (1) Dept. of Math., Suzhou Univ, 215006 Suzhou, China;(2) Yancheng Institute of Technology, 224001 Yancheng, China |
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| Abstract: | In this paper,a class of risk processes perturbed by diffusion are considered. The Lundberg inequalities for the ruin probability are obtained.The size of the Lundberg exponents for different kinds of risk model is compared. The numerical illustration for the impact of the parameters on the ruin probability is given. |
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| Keywords: | risk process ruin probability Lundberg inequality Lundberg exponent Brownian motion Poisson process |
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