| 一类双险种风险模型的赤字尾概率 |
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| 引用本文： | 侯致武,乔克林. 一类双险种风险模型的赤字尾概率[J]. 甘肃科学学报, 2014, 26(6): 11-14 |
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| 作者姓名： | 侯致武 乔克林 |
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| 作者单位： | 1. 延安大学西安创新学院理工系,陕西西安,710100
2. 延安大学数学与计算机科学学院,陕西延安,716000 |
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| 基金项目： | 延安大学西安创新学院科研项目 |
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| 摘 要： | 考虑了一类常利率下保费复合随机过程的特殊双险种风险模型的赤字尾概率,利用递归方法导出了该模型下赤字尾分布的明确表达式及所满足的积分方程,研究结果推广了无利率的双险种风险模型的相应结论.
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| 关 键 词： | 常利率 双复合随机过程 积分方程 赤字尾概率 |
Tail Probability of Deficit of Double Type-insurance Risk Model |
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| HOU Zhi-wu,QIAO Ke-lin. Tail Probability of Deficit of Double Type-insurance Risk Model[J]. Journal of Gansu Sciences, 2014, 26(6): 11-14 |
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| Authors: | HOU Zhi-wu QIAO Ke-lin |
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| Affiliation: | HOU Zhi-wu , QIAO Ke-lin(1. Department of Science and Technology, Xi ＇an Innovation College of Yah＇an University, Xi ＇an 710100, China 2. College of Mathematics and Computer Science ,Yan＇an University ,Yan＇an 716000 ,China) |
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| Abstract: | The tail probability of the deficit of a special double type-insurance risk model with constant interest rates whose premium was a compound stochastic process was researched. By the recursion method, the explicit expression and integral equation of the distribution of the tail probability of the deficit were derived. The result generalized the corresponding conclusions of the double type-insurance risk model without interest rate. |
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| Keywords: | Constant interest rate Double compound stochastic process Integral equations Tail probability of deficit |
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