| 一类索赔相关风险模型破产概率的研究 |
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| 引用本文： | 杜春娟 刘再明 宋华. 一类索赔相关风险模型破产概率的研究[J]. 数学理论与应用, 2007, 27(2): 56-59 |
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| 作者姓名： | 杜春娟 刘再明 宋华 |
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| 作者单位： | 中南大学数学科学与计算技术学院,长沙410075 |
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| 摘 要： | 本文讨论一类索赔相关同时保费收取为一复合泊松过程的风险模型的破产问题，给出相应的Lundberg不等式．
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| 关 键 词： | 保费收入 索赔相关 复合泊松过程 Lundberg不等式 |
| 修稿时间： | 2006-12-04 |
Ruin Probability for a correlated aggregate claims model |
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| Du Chunjuan ,Liu Zaiming ,Song Hua. Ruin Probability for a correlated aggregate claims model[J]. Mathematical Theory and Applications, 2007, 27(2): 56-59 |
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| Authors: | Du Chunjuan Liu Zaiming Song Hua |
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| Affiliation: | School of Mathematical Science and Computing Technology, Central South University, Changsha, 410075 |
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| Abstract: | In this paper, we study a correlated aggregate claims model, which the arrival of the income of premium is a compound Poisson process, then we get Lundberg inequality. |
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| Keywords: | Income of premium Correlated aggregate claims Compound Poissin process Lundberginequality |
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