| 一类带干扰风险模型的推广 |
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| 引用本文： | 王过京,吴荣.一类带干扰风险模型的推广[J].高校应用数学学报(英文版),1999,14(4):417-422. |
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| 作者姓名： | 王过京 吴荣 |
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| 作者单位： | Institute of Mathematics Science,Nankai Univ,Tianjin 300071 |
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| 摘 要： | In this paper, the cLassicaL risk process perturbed by diffusion is genera]ized by alLowing for “size fluctuation“ and the rtln probabiLity for this new model is dlscussed.
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| 关 键 词： | 风险模型 扰动扩散 广义性 古典数学 |
| 收稿时间： | 30 March 1998 |
A generalization of risk model pertured by diffusion |
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| Wang Guojing,Wu Rong.A generalization of risk model pertured by diffusion[J].Applied Mathematics A Journal of Chinese Universities,1999,14(4):417-422. |
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| Authors: | Wang Guojing Wu Rong |
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| Institution: | Wang Guojing\ Wu Rong |
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| Abstract: | In this paper, the classical risk process perturbed by diffusion is generalized by allowing for “size fluctuation” and the
ruin probability for this new model is discussed. |
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| Keywords: | Risk model ruin probability Lundberg inequality |
| 本文献已被 CNKI 维普 SpringerLink 等数据库收录！ |
