| 带干扰保费混合收取的单险种风险模型 |
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| 引用本文： | 刘冬元,廖基定,蔡秋娥.带干扰保费混合收取的单险种风险模型[J].南华大学学报(自然科学版),2012,26(1):38-40. |
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| 作者姓名： | 刘冬元 廖基定 蔡秋娥 |
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| 作者单位： | 南华大学数理学院,湖南衡阳,421001 |
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| 基金项目： | 湖南省科技厅基金资助项目(2010ZK3052);南华大学博士基金资助项目(2010XQD33);人文社科基金资助项目(2011XWT10) |
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| 摘 要： | 将双Poisson风险模型推广为带干扰保费混合收取的单险种风险模型,并利用鞅的方法讨论了这种风险模型的破产问题.
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| 关 键 词： | 保费混合收取 随机干扰 鞅 破产概率 |
| 收稿时间： | 2011/11/29 0:00:00 |
A One-type Insurancerisk Model of Premium Compound Income with Interference |
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| LIU Dong-yuan,LIAO Ji-ding,CAI Qiu-e.A One-type Insurancerisk Model of Premium Compound Income with Interference[J].Journal of Nanhua University:Science and Technology,2012,26(1):38-40. |
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| Authors: | LIU Dong-yuan LIAO Ji-ding CAI Qiu-e |
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| Institution: | (School of Mathematics and Physics,University of South China,Hengyang,Hunan 421001,China) |
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| Abstract: | In this thesis,we present the risk double-poisson models,and get a one-type insurance risk model of premium compound income with interference.Then we will use martingale approach to discuss the ruin problem of this risk model. |
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| Keywords: | premium income compound stochastic diffusion martingale ruin probability |
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