| 随机利率下马氏调控Pascal模型破产概率的估计 |
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| 引用本文： | 耿显民,汪颖.随机利率下马氏调控Pascal模型破产概率的估计[J].应用数学学报,2010,33(2). |
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| 作者姓名： | 耿显民 汪颖 |
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| 作者单位： | 南京航空航天大学理学院,南京,211100 |
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| 摘 要： | 本文研究随机环境下带随机利率的复合Pascal风险模型破产概率上界估计,对利率和费率分别按两个马氏环境变化的Pascal风险模型,给出破产概率满足的不等式.
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| 关 键 词： | Pascal模型 马氏调控 破产概率不等式 |
Ruin Probability Estamates in the Pascal Model with Markov-modulated Premium Rate Under Random Interest |
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| GENG XIANMIN,WANG YING.Ruin Probability Estamates in the Pascal Model with Markov-modulated Premium Rate Under Random Interest[J].Acta Mathematicae Applicatae Sinica,2010,33(2). |
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| Authors: | GENG XIANMIN WANG YING |
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| Abstract: | This paper deals with the upper-bound estimates of ruin probability in the compound Pascal risk Model with random interest under stochastic environment. For the Pascal risk Model in which the interest rates and premium rates change separately based on two markov environment, we give the inequalities for ruin probabilities. |
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| Keywords: | Pascal model Markov-modulated inequalities for ruin probabilities |
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