| 一类双险种风险模型的破产概率研究 |
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| 引用本文： | 陈凤丽,施齐焉.一类双险种风险模型的破产概率研究[J].福州大学学报(自然科学版),2012,40(4):449-452. |
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| 作者姓名： | 陈凤丽 施齐焉 |
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| 作者单位： | 福州大学数学与计算机科学学院 |
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| 摘 要： | 讨论一类保险费收取次数为泊松过程且带干扰,索赔额分别服从Poisson分布和负二项分布的风险模型,运用鞅方法和盈余过程的性质得到了破产概率的一般公式及Lundberg不等式.
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| 关 键 词： | 风险模型 破产概率 Poisson过程 鞅 |
The study of ruin probability for a double-type-insurance risk model |
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| CHEN Feng-li,SHI Qi-yan.The study of ruin probability for a double-type-insurance risk model[J].Journal of Fuzhou University(Natural Science Edition),2012,40(4):449-452. |
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| Authors: | CHEN Feng-li SHI Qi-yan |
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| Institution: | (College of Mathematics and Computer Science,Fuzhou University,Fuzhou,Fujian 350108,China) |
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| Abstract: | A kind of risk model is discussed,which is perturbed by interference when the number of premium income is a Poisson process and the claims are confined to Poisson process and negative binomial process.By the martingale approach and properties of surplus process,the formula and the Lundberg inequality of the ruin probability are obtained. |
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| Keywords: | risk model ruin probability Poisson process martingale |
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