| 随机利率下带干扰的双险种Poisson-Geometric过程的破产概率 |
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| 引用本文： | 马钰,夏亚峰. 随机利率下带干扰的双险种Poisson-Geometric过程的破产概率[J]. 甘肃科学学报, 2010, 22(2): 148-152 |
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| 作者姓名： | 马钰 夏亚峰 |
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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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| 摘 要： | 建立了带随机利率和干扰项的双险种风险模型,对理赔次数服从Poisson-Geometric分布的情况,得到了破产概率的表达式.
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| 关 键 词： | Poisson-Geometric分布 随机利率 Brown运动 破产概率 |
Ruin Probability for a Poisson-Geometric Risk Model of Double Line with Interference under Stochastic Interest |
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| MA Yu,XIA Ya-feng. Ruin Probability for a Poisson-Geometric Risk Model of Double Line with Interference under Stochastic Interest[J]. Journal of Gansu Sciences, 2010, 22(2): 148-152 |
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| Authors: | MA Yu XIA Ya-feng |
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| Affiliation: | (School of Sciences,Lanzhou University of Science and Technology,Lanzhou 730050,China) |
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| Abstract: | A risk model of double lines with stochastic interest and interference is established.In case the claims follow a Poisson-Geometric distribution,the expression of the ruin probability can be obtained. |
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| Keywords: | Poisson-Geometric distribution stochastic interest Brown motion ruin probability |
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