| 带利率和干扰因素二维更新风险模型 |
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| 引用本文： | 夏亚峰,陈英.带利率和干扰因素二维更新风险模型[J].甘肃科学学报,2009,21(4):129-132. |
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| 作者姓名： | 夏亚峰 陈英 |
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| 作者单位： | 兰州理工大学,理学院,甘肃,兰州,730050 |
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| 基金项目： | 甘肃省教育厅硕士点基金项目 |
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| 摘 要： | 将带利率和干扰因素的双广义Poisson风险模型推广到二维风险模型,研究了破产概率所满足的Lundberg不等式.
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| 关 键 词： | 利率 干扰因素 双广义Poisson风险模型 Lundberg不等式 |
The Two-Dimensional Renewal Risk Model about Interest Rate and the Disturbance Factor |
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| XIA Ya-feng,CHEN Ying.The Two-Dimensional Renewal Risk Model about Interest Rate and the Disturbance Factor[J].Journal of Gansu Sciences,2009,21(4):129-132. |
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| Authors: | XIA Ya-feng CHEN Ying |
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| Institution: | XIA Ya-feng,CHEN Ying(College of Sciences,Lanzhou University of Science and Technology,Lanzhou 730050,China) |
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| Abstract: | We have extended the double generalized Poisson risk model about interest rate and the disturbance factor to the two-dimensional renewal risk model,and studied the Lundberg inequality satisfied with the ruin probability. |
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| Keywords: | interest rate interfering factor double generalized Poisson risk model Lundberg inequality |
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