| 离散情形常利率下保费随机收取的复合泊松模型 |
| |
| 引用本文： | 黄磊,亓福军.离散情形常利率下保费随机收取的复合泊松模型[J].佳木斯大学学报,2008,26(3):399-400. |
| |
| 作者姓名： | 黄磊 亓福军 |
| |
| 作者单位： | 中南大学数学科学与计算技术学院 湖南长沙410075 |
| |
| 摘 要： | 讨论了在离散情形下将保费的收取随机化,同时将理赔过程推广为一个广义复合Poisson过程,并且考虑了带有常利率的情形,从这三个方面对经典的风险模型加以推广,并用鞅方法得到了破产概率的上界.
|
| 关 键 词： | 常利率 广义Poisson过程 鞅 破产概率 |
| 文章编号： | 1008-1402(2008)03-0399-02 |
| 修稿时间： | 2008年3月17日 |
Generalized Poisson Process Whose Premium Is a Stochastic Process with Constant Interest Force in Discrete Situation |
| |
| HUANG Lei,QI Fu-jun.Generalized Poisson Process Whose Premium Is a Stochastic Process with Constant Interest Force in Discrete Situation[J].Journal of Jiamusi University(Natural Science Edition),2008,26(3):399-400. |
| |
| Authors: | HUANG Lei QI Fu-jun |
| |
| Abstract: | This paper discussed the random premiums in the discrete situation,and generalized the claim process to a generalized compound Poisson process with constant force of interest in consideration.From the three aspects the classic risk model was generalized,and the upper bound of the ruin probabilityby martingale approaches was obtained. |
| |
| Keywords: | constant force of interest generalized Poisson process martingale ruin probability |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
