| 带干扰的连续型风险模型 |
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| 引用本文： | 王永茂,刘姣,郭东林.带干扰的连续型风险模型[J].经济数学,2007,24(1):27-30. |
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| 作者姓名： | 王永茂 刘姣 郭东林 |
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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： | 本文先引入带干扰的双复合poisson风险模型,并利用正态近似和平移伽玛近似,将其推广为带干扰的连续型风险模型,最终得到破产概率公式及它的一个上界.
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| 关 键 词： | 盈余过程 poisson过程 干扰 破产概率 |
| 修稿时间： | 2006年6月17日 |
CONTNUOUS RISK MODEL WITH INTERFERENCE |
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| Wang Yongmao,Liu Jiao,Guo Donglin.CONTNUOUS RISK MODEL WITH INTERFERENCE[J].Mathematics in Economics,2007,24(1):27-30. |
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| Authors: | Wang Yongmao Liu Jiao Guo Donglin |
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| Abstract: | In this article,we introduce a double compound Poisson processes risk model with interference first,then we generalized the risk model into a continuous risk model with interference,applying normallyapproximated approach and gamma approximated approach,at last we get the ruin probability formula and an upper bounds is obtained. |
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| Keywords: | Surplus process Poisson process interference ruin probability |
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