| 带干扰的保费收取次数为Poisson过程的破产概率 |
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| 引用本文： | ZHANG Xiang-hu,陈贵磊.带干扰的保费收取次数为Poisson过程的破产概率[J].山东科技大学学报(自然科学版),2005,24(1):98-100. |
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| 作者姓名： | ZHANG Xiang-hu 陈贵磊 |
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| 作者单位： | 山东科技大学,基础部,山东,泰安,271019;山东科技大学,信息科学与工程学院,山东,泰安,271019 |
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| 摘 要： | 在经典风险模型的基础上，研究了带有干扰项的保费收取次数是一个Poisson过程的破产概率模型。讨论了赢余过程的性质，利用赢余过程的性质，给出了有关破产概率的两个结论。
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| 关 键 词： | 赢余过程 Poisson过程 干扰 破产概率 |
| 文章编号： | 1672-3767(2005)01-0098-03 |
Bankruptcy Probability with Interference Item and a Poisson Process of the Premium Collection Number |
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| ZHANG Xiang-hu,CHEN Gui-lei.Bankruptcy Probability with Interference Item and a Poisson Process of the Premium Collection Number[J].Journal of Shandong Univ of Sci and Technol: Nat Sci,2005,24(1):98-100. |
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| Authors: | ZHANG Xiang-hu CHEN Gui-lei |
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| Institution: | ZHANG Xiang-hu~ |
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| Abstract: | On the basis of the classical risk model, we studied the bankruptcy probability model and its main contents with the interference item and a Poisson process of the premium collection number. The properties of surplus process are discussed and two conclusions related to the relevant bankruptcy probability are given by using the properties. |
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| Keywords: | surplus process Poisson process interference the bankruptcy probability |
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