| 一类带干扰的多险种风险模型 |
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| 引用本文： | 高珊,张冕.一类带干扰的多险种风险模型[J].经济数学,2009,26(1):21-26. |
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| 作者姓名： | 高珊 张冕 |
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| 作者单位： | 阜阳师范学院数学与计算科学学院,236032 |
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| 基金项目： | 安徽省高校青年教师资助计划项目 |
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| 摘 要： | 本文考虑一类带干扰的两独立险种的风险模型,其中两索赔次数过程分别为Poisson过程和Elang(2)过程.主要得出该模型的生存概率所满足的积分-微分方程和破产概率的渐近性.
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| 关 键 词： | 生存概率 破产概率 Poisson过程 Elang过程 干扰 |
ON A MULTI-TYPE INSURANCE RISK MODEL PERTURBED BY DIFFUSION |
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| Gao Shan,Zhang Mian.ON A MULTI-TYPE INSURANCE RISK MODEL PERTURBED BY DIFFUSION[J].Mathematics in Economics,2009,26(1):21-26. |
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| Authors: | Gao Shan Zhang Mian |
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| Institution: | School of mathematics and computational science;Fuyang Normal College;Fuyang;236032 |
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| Abstract: | In this paper,we consider the risk model perturbed by diffusion with two independent classces of insurance risks.In this model the two claim number processes are Poisson process and Elang(2) process,respectively.We mainly derive the integral-differential equations satisfied by the survival probabilities under the assumed model and the asymptotic property of the ruin probabilities. |
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| Keywords: | Survival probability ruin probability Poisson process Erlang process diffusion |
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