| 常利率下带投资的多险种风险模型的破产概率 |
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| 引用本文： | 牛银菊,邓丽,马崇武.常利率下带投资的多险种风险模型的破产概率[J].江西师范大学学报(自然科学版),2015,0(3):286-289. |
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| 作者姓名： | 牛银菊 邓丽 马崇武 |
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| 作者单位： | 1.东莞理工学院计算机学院,广东 东莞 523808; 2.兰州交通大学数理学院,甘肃 兰州 730050 |
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| 基金项目： | 广东省科技计划课题(2012B010100044);东莞市高等院校科研机构科技计划课题(2012108102031)资助项目 |
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| 摘 要： | 根据现实环境中保险公司的经营情况,由于在一定时间段内,利率比较稳定,因此考虑的利率为常利率.在考虑常利率及通货膨胀率下研究了带投资的多险种风险模型的破产概率,运用鞅方法得出了此模型最终破产概率满足的一般表达式.
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| 关 键 词： | 利率 投资 多险种 破产概率 |
The Ruin Probability of Multiple-Type Risk Model with Interest Rate and Investment |
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| NIU Yinju
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DENG Li
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MA Chongwu.The Ruin Probability of Multiple-Type Risk Model with Interest Rate and Investment[J].Journal of Jiangxi Normal University (Natural Sciences Edition),2015,0(3):286-289. |
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| Authors: | NIU Yinju DENG Li MA Chongwu |
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| Institution: | NIU Yinju;DENG Li;MA Chongwu;Computer College,Dongguan University of Technology;College of Science,Lanzhou Jiaotong University; |
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| Abstract: | According to the operating condition of insurance company in our daily life,the interest rate is stable in a certain time,so the interest rate considered is constant.The ruin probability of multiple-type insurance risk model with interest rate and investment is studied.The formula of ultimate ruin probability of this model is given by the method of martingale. |
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| Keywords: | interest rate investment multiple-type insurance ruin probability |
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