| 索赔次数为复合Poisson-Geometric过程的双险种风险模型 |
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| 引用本文： | 赵金娥,王贵红,龙瑶.索赔次数为复合Poisson-Geometric过程的双险种风险模型[J].经济数学,2012(1):79-84. |
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| 作者姓名： | 赵金娥 王贵红 龙瑶 |
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| 作者单位： | 红河学院数学学院;玉溪农业职业技术学院计科系 |
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| 基金项目： | 国家自然科学基金项目(11161020);云南省科技厅自然科学研究基金项目(2008CD186);云南省教育厅科研基金项目(2011C121) |
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| 摘 要： | 对索赔次数为复合Poisson-Geometric过程的双险种风险模型进行研究,给出了生存概率所满足的积分方程、指数分布下的具体表达式及有限时间内的积分—微分方程,并利用鞅方法得到了最终破产概率的Lundberg不等式和一般公式.
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| 关 键 词： | Poisson-Geometric过程 鞅 破产概率 Lundberg不等式 |
A Doubletype-Insurance Risk Model with Claim Numbers Following Compound Poisson-Geometric Process |
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| ZHAO Jin-e,WANG Gui-hong,LONG Yao.A Doubletype-Insurance Risk Model with Claim Numbers Following Compound Poisson-Geometric Process[J].Mathematics in Economics,2012(1):79-84. |
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| Authors: | ZHAO Jin-e WANG Gui-hong LONG Yao |
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| Institution: | 1(1.College of Mathematics,Honghe University,Mengzi,Yunnan 661100; 2.Department of Computation and Science,Yuxi Agricultural Vocation College,Yuxi,Yunnan 653106) |
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| Abstract: | A doubletype-insurance risk model was considered,whose claim numbers are a compound Poisson-Geometric process.The integral equation and the explicit expression under exponential distribution and the integral-differential equation of the survival probability were derived.Meanwhile,by applying martingale approach,the Lundberg inequality and the common formula of the ultimate ruin probability were obtained. |
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| Keywords: | Poisson-Geometric process martingale ruin probability Lundberg inequality |
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