| 带干扰的复合Poisson—Geometric过程变破产限风险模型 |
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| 引用本文： | 林清华.带干扰的复合Poisson—Geometric过程变破产限风险模型[J].西藏大学学报,2009(5):129-132. |
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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,福建福州350001 |
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| 摘 要： | 文1]研究了带干扰的双Cox风险模型和带干扰的双Poisson风险模型在变破产限下的破产概率。文章对文1]进行了推广，使保单与索赔到达都是复合Poisson—Geometric过程，同时所收保费为随机变量。运用鞅论的方法得到了该模型在变破产限下的破产概率满足的不等式，且研究了该模型下当变破产限为某一特殊函数时的破产概率表达式及上界。
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| 关 键 词： | 风险模型 破产限 破产概率 鞅 复合Poisson-Geometric过程 |
A perturbed compound Poisson-Geometric process being risk model of the limit of ruin |
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| Lin Qing-hua.A perturbed compound Poisson-Geometric process being risk model of the limit of ruin[J].Journal of Tibet University,2009(5):129-132. |
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| Authors: | Lin Qing-hua |
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| Institution: | Lin Qing-hua (Fuzhou Institute of Education, Fuzhou 350001, China) |
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| Abstract: | The present paper t studied on the ruin probability of the limit of ruin under the risk model of two Cox processes and two Poisson processes. We generalize the risk model and the accomplishment of policies and claims are the compound Poisson-Geometric processes, and the premium is random variable. The inequality of the ruin probability is obtained by applying martingale theory and the inequality and formula of the ruin probability in the assumption was given when the limit of ruin is especial function. |
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| Keywords: | risk model the limit of ruin ruin probability martingale Compound Poisson-Geometric process |
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