| 一类双复合二项风险模型的破产概率 |
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| 引用本文： | 王贵红,赵金娥,龙瑶,杨慧章,曾黎.一类双复合二项风险模型的破产概率[J].云南民族大学学报(自然科学版),2010,19(4):278-281. |
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| 作者姓名： | 王贵红 赵金娥 龙瑶 杨慧章 曾黎 |
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| 作者单位： | 1. 玉溪农业职业技术学院,计科系,云南,玉溪,653106
2. 红河学院,数学学院,云南,蒙自,661100 |
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| 基金项目： | 云南省自然科学基金，云南省教育厅科学研究基金，红河学院博硕基金 |
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| 摘 要： | 对经典风险模型进行推广,建立资金利率和通货膨胀率下带干扰的双复合二项风险模型,分析了盈余过程的性质,并运用鞅方法和盈余过程的性质得到了破产概率的一般公式及Lund-berg不等式.
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| 关 键 词： | 资金利率 通货膨胀率 调节系数 鞅 破产概率 |
Ruin Probability of a Double Compound Binomial Risk Model |
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| WANG Gui-hong,ZHAO Jin-e,LONG Yao,YANG Hui-zhang,ZENG Li.Ruin Probability of a Double Compound Binomial Risk Model[J].Journal of Yunnan Nationalities University:Natural Sciences Edition,2010,19(4):278-281. |
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| Authors: | WANG Gui-hong ZHAO Jin-e LONG Yao YANG Hui-zhang ZENG Li |
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| Institution: | WANG Gui-hong1,ZHAO Jin-e2,LONG Yao2,YANG Hui-zhang2,ZENG Li2(1.Department of Computation and Science,Yuxi Agricultural Vocation College,Yuxi 653106,China,2.College of Mathematics,Honghe University,Mengzi 661100,China) |
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| Abstract: | Wile popularizing the classical model,this paper proposes a double compound binomial risk model under the influence of capital interest rate and inflation.The properties of the surplus process are discussed.Then by applying the martingale approach and properties of surplus process,the formula and the Lundberg inequality of the ruin probability are obtained. |
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| Keywords: | capital interest rate inflation rate adjustment coefficient martingale ruin probability |
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