| 带干扰的复合Poisson-Geometric双险种模型的破产概率 |
| |
| 引用本文： | 赵博.带干扰的复合Poisson-Geometric双险种模型的破产概率[J].科学技术与工程,2009,9(17). |
| |
| 作者姓名： | 赵博 |
| |
| 作者单位： | 中央民族大学,理学院,北京,100081 |
| |
| 摘 要： | 讨论了一类考虑投资利率与通货膨胀率的双风险模型,其中保费随机收取且保费收入服从Poisson过程,理赔服从Poisson-Geometric过程.利用鞅方法得到了此模型的最终破产概率,以及Lundberg破产概率.
|
| 关 键 词： | 调节系数 投资利率 通货膨胀率 Lundberg不等式 |
| 收稿时间： | 2009/5/16 0:00:00 |
| 修稿时间： | 2009/7/10 0:00:00 |
Ruin Probability for A Compound Poisson-Geometric Double-type Risk Model Perturbed by Diffusion |
| |
| zhaobo.Ruin Probability for A Compound Poisson-Geometric Double-type Risk Model Perturbed by Diffusion[J].Science Technology and Engineering,2009,9(17). |
| |
| Authors: | zhaobo |
| |
| Institution: | School of Sciences;Minzu University of China;Beijing;100081;P.R.China |
| |
| Abstract: | A double-type insurance considering with capital interest rate and inflatable is discussed,the premiums are variables whose distribution is Poisson process.The claim Process is Poisson-geometric process.By the method of martingale,the formula of the ruin probability in this new model and the Lundberg inequality are abtained. |
| |
| Keywords: | Poisson-Geometric |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
| 点击此处可从《科学技术与工程》浏览原始摘要信息 |
| 点击此处可从《科学技术与工程》下载免费的PDF全文 |
