| 资金利率和通货膨胀率下双复合POISSON风险模型 |
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| 引用本文： | 薜利杰. 资金利率和通货膨胀率下双复合POISSON风险模型[J]. 数学理论与应用, 2009, 0(3): 44-47 |
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| 作者姓名： | 薜利杰 |
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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： | 本文将双复合POISSON风险模型推广到保费随机收取的新模型并考虑了资金利率和通货膨胀率，运用鞅分析方法获得了其破产概率所满足的Lundberg不等式及其一般表达式。
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| 关 键 词： | 风险模型 保费随机收取 破产概率 资金利率 鞅分析 |
The Two Compound Poisson Risk Model of Premium Income with Capital Interest Rate and Inflatable Rate |
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| Affiliation: | Xue Lijie ( School of Mathematical Science and Computational Technology, Central South University, Changsha, 410075 ) |
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| Abstract: | In this paper,considering capital interest rate and inflatable rate, we set up a new risk model with two Poisson Processes of Premium income.They by the method of martingale analysis, we get Lundberg inequality and general formtda of the ruin probability in this new model. |
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| Keywords: | Risk model Premium income Ruin probability Capital interest rate Martingale analysis |
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