| 带利息力的双复合poisson风险模型的破产概率 |
| |
| 引用本文： | 王华,余东,李梦华,刘子微. 带利息力的双复合poisson风险模型的破产概率[J]. 甘肃联合大学学报(自然科学版), 2010, 24(2): 20-23 |
| |
| 作者姓名： | 王华 余东 李梦华 刘子微 |
| |
| 作者单位： | 武汉科技大学,理学院,湖北,武汉,430065 |
| |
| 摘 要： | 本文研究了带利息力的双复合poisson过程风险模型,给出了不破产概率的积分表示,以及有限时间内的不破产概率的积分方程,并用鞅方法得出了破产概率的lurdberg上界.
|
| 关 键 词： | 利息力 双复合poisson过程 积分方程 鞅 lurdberg上界 |
Ruin Probability in the Double Compound Poisson Risk Model with Constant Interest Force |
| |
| WANG Hua,YU Dong,LI Meng-hua,LIU Zi-wei. Ruin Probability in the Double Compound Poisson Risk Model with Constant Interest Force[J]. Journal of Gansu Lianhe University :Natural Sciences, 2010, 24(2): 20-23 |
| |
| Authors: | WANG Hua YU Dong LI Meng-hua LIU Zi-wei |
| |
| Affiliation: | College of Science;Wuhan University of Science and Technology;Wuhan 430065;China |
| |
| Abstract: | This paper studies the ruin probability in the double compound poisson risk model with constant interest force.The integral representations of the non-ruin probability and the non-ruin probability integral equation in finite time were given,and the lurdberg upper bound was obtained for the ruin probability by using martingale techniques. |
| |
| Keywords: | constant interest force double compound Poisson risk model integral equation martingale lurdberg upper bound |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
