| 一类带干扰的索赔为稀疏过程的风险模型 |
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| 引用本文： | 林清华.一类带干扰的索赔为稀疏过程的风险模型[J].莆田高等专科学校学报,2011(5):23-25. |
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| 作者姓名： | 林清华 |
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| 作者单位： | 福州教育学院初等教育系,福建福州350001 |
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| 摘 要： | 研究一类风险模型,其中保单到达过程是复合Poisson-Geometric过程,而描述索赔发生的计数过程为保单到达过程的q-稀疏过程,且保费收入为独立同分布的随机变量,并且带有Brown运动,应用鞅的方法得到了该模型破产概率的上界和表达式。
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| 关 键 词： | Brown运动 破产概率 鞅 调节系数 复合Poisson-Geometric过程 风险模型 |
The Risk Model about That Claims is Thinning Process Perturbed by Diffusion |
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| LIN Qing-hua.The Risk Model about That Claims is Thinning Process Perturbed by Diffusion[J].Journal of Putian College,2011(5):23-25. |
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| Authors: | LIN Qing-hua |
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| Institution: | LIN Qing-hua(Department of Primary Education,Fuzhou Institute of Education,Fuzhou Fujian 350001,China) |
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| Abstract: | In this paper,we introduce a risk model,where the arrival of policies is compound Poisson-Geometric process with Brown motion and the arrival of the claims follows a q-thinning process of the arrival of policies,moreover,the premium income process is an i.i.d random variable.Applying the martingale theory,the explicit ruin probability and the upper bound are obtained. |
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| Keywords: | Brown motion ruin probability martingale adjustment coefficient compound Poisson-Geometric process risk model |
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