| 一类马氏调制费率的双险种风险模型的破产概率 |
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| 引用本文： | 宋华,刘再明,徐俊科.一类马氏调制费率的双险种风险模型的破产概率[J].经济数学,2007,24(2):134-138. |
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| 作者姓名： | 宋华 刘再明 徐俊科 |
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| 作者单位： | 中南大学数学学院,长沙,410075 |
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| 摘 要： | 给出一类具有费率均为马氏调制的双险种风险模型,对于给定的初始状态,求出了条件破产概率满足的积分方程,并推导出具有平稳初始分布的破产概率的递归不等式和零初始资产时的破产概率的简洁估计式.
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| 关 键 词： | 马氏调制 破产概率 双险种 积分方程 |
| 修稿时间： | 2007年1月13日 |
RUIN PROBABILITY IN A RISK MODEL OF DOUBLE-TYPE-INSURANCE WITH MARKOV-MODULATED PREMIUM RATE |
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| Song Hua,Liu Zaiming,Xu Junke.RUIN PROBABILITY IN A RISK MODEL OF DOUBLE-TYPE-INSURANCE WITH MARKOV-MODULATED PREMIUM RATE[J].Mathematics in Economics,2007,24(2):134-138. |
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| Authors: | Song Hua Liu Zaiming Xu Junke |
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| Abstract: | A double-type-insurance risk model with Markov-modulated premium rates is introduced.A integral equation for the conditional ruin probability is obtained under the initial states is given.Furthermore,a recursive inequality about the ruin probability with the stationary initial distribution and a simplified estimation of ruin probability with no initial reserve. |
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| Keywords: | Markov-modulated ruin probability double-type-insurance integral equation |
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