| 双Cox风险模型的破产概率 |
| |
| 引用本文： | 何树红,徐兴富. 双Cox风险模型的破产概率[J]. 延安大学学报(自然科学版), 2005, 24(1): 35-37 |
| |
| 作者姓名： | 何树红 徐兴富 |
| |
| 作者单位： | 云南大学,数学系,云南,昆明,650091 |
| |
| 摘 要： | 在假设保单的到达和理赔的发生都为Cox过程,而每份保单的价格和理赔额分别为独立同分布的随机序列时,得出了破产概率的上界,并在两Cox过程简化为两混合Poisson过程时,给出了最终破产概率的明确表达式和更明确的上界.
|
| 关 键 词： | 破产概率 Cox过程 Lundberg指数 混合Poisson过程 |
| 文章编号： | 1004-602X(2005)01-0035-03 |
| 修稿时间： | 2004-11-20 |
The probability of ruin in double Cox risk moldel |
| |
| HE Shu-hong,XU Xing-fu. The probability of ruin in double Cox risk moldel[J]. Journal of Yan'an University(Natural Science Edition), 2005, 24(1): 35-37 |
| |
| Authors: | HE Shu-hong XU Xing-fu |
| |
| Abstract: | An upper bound of the ruin probability is got when both the arrival of the policies and the occurrence of the claims are Cox process,Both the premium received and the amounts of claims are sequences of independent and identically distributed random variables.The more explicit upper bound and expression of the ruin probability are got when both the arrival of the policies and the occurrence of the claims follow the mix Poisson process. |
| |
| Keywords: | ruin probability Cox process mix Poisson process |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
