| 推广后的复合Poisson-Geometric过程的风险模型下的破产概率 |
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| 引用本文： | 刘东海,李博. 推广后的复合Poisson-Geometric过程的风险模型下的破产概率[J]. 湖南文理学院学报(自然科学版), 2006, 18(2): 7-8 |
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| 作者姓名： | 刘东海 李博 |
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| 作者单位： | 湖南科技大学,数学与计算科学学院,湖南,湘潭,411201;湖南财经高等专科学校,信息管理系,湖南,长沙,410079 |
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| 摘 要： | 对索赔到达为复合Poisson-Geometric过程的风险模型进行了推广,考虑保单到达为参数α的Poisson过程,运用鞅论的方法得出了破产概率满足的Lundberg不等式和一般公式．
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| 关 键 词： | 风险模型 鞅 破产概率 复合 Poisson-Geometric过程 |
| 文章编号： | 1672-6146（2006）02-0007-02 |
| 收稿时间： | 2006-03-26 |
| 修稿时间： | 2006-03-26 |
Ruin Probability for a Generalized Compound Poisson-Geometric Risk Model |
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| LIU Dong-hai,LI Bo. Ruin Probability for a Generalized Compound Poisson-Geometric Risk Model[J]. Journal of Hunan University of Arts and Science:Natural Science Edition, 2006, 18(2): 7-8 |
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| Authors: | LIU Dong-hai LI Bo |
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| Abstract: | The Compound Poisson Geometric risk model a new risk model was generalized,which the arrival of term policies was a Poisson process.Then the Bundberg inequality and the formula for the ruin probability in this new model through martingale theory were concluded. |
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| Keywords: | Risk model Martingle Ruin probability Compound Poisson-Geometric process |
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