| 带干扰的双Cox风险模型的破产概率 |
| |
| 引用本文： | 刘宝亮,王永茂,李静霞.带干扰的双Cox风险模型的破产概率[J].经济数学,2006,23(3):243-246. |
| |
| 作者姓名： | 刘宝亮 王永茂 李静霞 |
| |
| 作者单位： | 燕山大学理学院,秦皇岛,066044 |
| |
| 摘 要： | 对于受布朗运动干扰的双Cox模型,用鞅方法得到了估计其破产概率上界的Lundberg不等式,并对Lundberg不等式进行了推广.
|
| 关 键 词： | Cox过程 破产概率 干扰 Lundberg不等式. |
| 修稿时间： | 2006年4月22日 |
RUIN PROBABILITIES IN DOUBLE COX RISK MODEL PERTURBED BY BROWNIAN MOTION |
| |
| Liu Baoliang,Wang Yongmao,Li Jingxia.RUIN PROBABILITIES IN DOUBLE COX RISK MODEL PERTURBED BY BROWNIAN MOTION[J].Mathematics in Economics,2006,23(3):243-246. |
| |
| Authors: | Liu Baoliang Wang Yongmao Li Jingxia |
| |
| Abstract: | In this paper,for the double Cox risk model perturbed by a Brownian motion,the generalized Lundberg inequality of the ruin probabilities is obtained by using Martingale techniques,and we improved the inequality. |
| |
| Keywords: | Cox process ruin probability interference Lundberg inequality |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
|
