| 一类二维风险模型的破产概率 |
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| 引用本文： | 侯丽娟.一类二维风险模型的破产概率[J].泰山学院学报,2008,30(6):48-52. |
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| 作者姓名： | 侯丽娟 |
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| 作者单位： | 泰山学院 图书馆,山东 泰安,271021 |
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| 摘 要： | 本文讨论了含正、负风险的和二维风险模型的破产概率问题．定义了三种不同的破产概率，并运用一维风险过程的结果得到这些破产概率的简单边界．引进参数a=（a1，a2），利用鞅方法讨论破产概率ψa（a1u1＋a2u2），得到一个关于生存概率Фa（a1u1＋a2u2）的积分-微分方程．
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| 关 键 词： | 正 负风险模型 二维风险模型 破产概率 Lundberg指数 |
The Ruin Probability of a Two-dimensional Risk Model |
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| HOU Li-juan.The Ruin Probability of a Two-dimensional Risk Model[J].Journal of Taishan University,2008,30(6):48-52. |
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| Authors: | HOU Li-juan |
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| Institution: | HOU Li-juan(Library,Taishan University,Tai\'an 271021,China) |
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| Abstract: | We consider a bivariate risk model with positive and negative risk sums. Three different types of ruin probabilities are defined. Using some results of one - dimensional risk process, simple bounds for the two -dimensional ruin probabilities are obtained. Introduce the parameter a（ a1, a2 ）, use the martingale method to discuss the ruin probability ψa（a1u1＋a2u2）. We derive the integral- differential equation for the ruin probability Фa（a1u1＋a2u2） |
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| Keywords: | positive and negative risk model bivariate risk model ruin probability lundberg exponent |
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