| 一类保费批量到达的双险种风险模型 |
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| 引用本文： | 张逵. 一类保费批量到达的双险种风险模型[J]. 数学理论与应用, 2006, 0(1) |
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| 作者姓名： | 张逵 |
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| 作者单位： | 中南大学数学与计算技术学院 长沙 410075 |
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| 摘 要： | 本文研究了一类保费与索赔均为批量到达的双险种破产模型,在特定的分布下导出了调节系数方程,得到了初始资本为u的破产概率的上界并与非批量到达的模型的破产上界进行了比较。
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| 关 键 词： | 破产概率 广义齐次poisson过程 调节系数 |
The Risk Model for Double-Insurance with Batch Premiums |
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| Zhang Kui. The Risk Model for Double-Insurance with Batch Premiums[J]. Mathematical Theory and Applications, 2006, 0(1) |
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| Authors: | Zhang Kui |
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| Abstract: | In this paper,we consider a double-insurance risk model,where the arrivals of premiums and claims follow generalized homogeneous poisson process.we derive the adujstment codfficient equation and the Lundberg equality for this model are obtained under the special distribution,we also compare the upper bound with the no batch model. |
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| Keywords: | ruin probability generalized homogeneous poisoon process adjustment coeffieient. |
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