| 带干扰的索赔次数为复合Poisson-Geometric过程的负风险和模型 |
| |
| 引用本文： | 熊双平.带干扰的索赔次数为复合Poisson-Geometric过程的负风险和模型[J].经济数学,2007,24(1):37-41. |
| |
| 作者姓名： | 熊双平 |
| |
| 作者单位： | 上海师范大学数理信息学院,上海,201418 |
| |
| 摘 要： | 引进带干扰的索赔次数为复合Poisson-Geometric过程的负风险和模型,给出该模型的破产概率所满足的积分-微分方程及解析式.
|
| 关 键 词： | Poisson-Geometric过程 负风险和 破产概率 积分-微分方程 |
| 修稿时间： | 2006年9月9日 |
A NEGTIVE RISK SUM MODEL PERTURBERED BY DIFFUSION WITH COMPOUND POISSON-GEOMETRIC PROCESS |
| |
| Xiong Shuangping.A NEGTIVE RISK SUM MODEL PERTURBERED BY DIFFUSION WITH COMPOUND POISSON-GEOMETRIC PROCESS[J].Mathematics in Economics,2007,24(1):37-41. |
| |
| Authors: | Xiong Shuangping |
| |
| Abstract: | The paper considers a negative risk sum model perturbed by diffusion with Compound Poisson-Geometric Process.The in tegro-differential equation and the explicit expression for the ruin probability are derived. |
| |
| Keywords: | Brownian motion Poisson-geometric process negative risk sum ruin probability integro-differential equation |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
