| 带干扰的复合广义齐次Poisson过程的多险种破产概率 |
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| 引用本文： | 张曾,陈畅,龙国军.带干扰的复合广义齐次Poisson过程的多险种破产概率[J].数学理论与应用,2007,27(2):46-48. |
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| 作者姓名： | 张曾 陈畅 龙国军 |
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| 作者单位： | 中南大学数学科学与技术计算学院 长沙410075 |
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| 摘 要： | 将复合广义齐次poisson过程的多险种风险模型推广到带干扰的一种新模型,运用鞅方法破产概率满足的Lundberg不等式和一般公式.
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| 关 键 词： | 干扰 风险模型 鞅 停时 破产概率 |
| 修稿时间： | 2006-11-26 |
Ruin Probability for Multiple--insurance Risk Model with Compound Generalized Homogeneous Poisson Process by Diffusion |
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| Zhang Zeng, Chen Chang, Long Guojun.Ruin Probability for Multiple--insurance Risk Model with Compound Generalized Homogeneous Poisson Process by Diffusion[J].Mathematical Theory and Applications,2007,27(2):46-48. |
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| Authors: | Zhang Zeng Chen Chang Long Guojun |
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| Institution: | School of Mathematical and Computation Technology, Central South University, Changsha, 410075 |
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| Abstract: | In this paper,we discussed multiple-insurance risk model with compound generalized homogeneous poison process by diffusion.Then we got Lundberg inequality and its common formula satisfied by bankruptcy probability by means of martingale method. |
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| Keywords: | Diffusion Risk model Juntingale Stopping time Ruin probability |
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