| 广义双二项风险模型的破产概率和Lundberg不等式 |
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| 引用本文： | 张建业,王永茂,秦桂霞.广义双二项风险模型的破产概率和Lundberg不等式[J].经济数学,2008,25(3). |
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| 作者姓名： | 张建业 王永茂 秦桂霞 |
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| 作者单位： | 燕山大学理学院,河北秦皇岛,066004 |
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| 摘 要： | 本文将双二项分布风险模型推广到资金利率和通货膨胀率下带干扰的新模型--广义双二项风险模型.然后讨论了盈余过程的性质并利用盈余过程的性质获得了广义双二项风险模型的破产概率和Lundberg不等式,最后就保费额服从混合指数分布的情况进行了分析.
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| 关 键 词： | 资金利论 风险模型 干扰 盈余过程 破产概率 |
THE RUIN PROBABILITY LUNDBERG INEQUALIT OF A GENERALIZED RISK MODEL WITH TWO BINOMIAL PROCESSES |
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| Zhang Jianye,Wang Yongmao,Qin Guixia.THE RUIN PROBABILITY LUNDBERG INEQUALIT OF A GENERALIZED RISK MODEL WITH TWO BINOMIAL PROCESSES[J].Mathematics in Economics,2008,25(3). |
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| Authors: | Zhang Jianye Wang Yongmao Qin Guixia |
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| Institution: | Zhang Jianye,Wang Yongmao,Qin Guixia (College of Sciense,Yan Shan Univercity,Qinhuangdao,Hebei,066004) |
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| Abstract: | In this paper,considering capital interest rate and inflatable rate,we set up a new risk model with two binoinial processes.Then we discuss the properties of surplus process and get the ruin probability and Lundberg inequality in the new model.Finally,we get the Lundberg inequality in the new model when the claim sizes are mixed exponentially distribution. |
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| Keywords: | Capital interest risk model diffusion surplus process ruin probability |
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