| 双险种Cox风险模型的带干扰问题的讨论 |
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| 作者单位： | 昆明陆军学院文化教研室 云南昆明650207(张茂)，昆明旅游职业高级中学 云南昆明650032(秦海鹰)，云南大学数学系 云南昆明650091(何树红) |
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| 摘 要： | 讨论了一类风险模型的带干扰问题,利用鞅方法推导了其破产概率的Lundberg不等式,并对此Lundberg不等式进行了推广.
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| 关 键 词： | 风险模型 Cox过程 干扰 破产概率 Lundberg不等式 |
Discussion about a Cox risk model of double line with interference |
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| Authors: | ZHANG Mao QIN Hai-ying HE Shu-hong |
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| Institution: | ZHANG Mao1,QIN Hai-ying2,HE Shu-hong3 |
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| Abstract: | A risk model with interference is discussed,Lundberg inequality for ruin probability of this model by using martingale is obtained,and improvement of this inequality is accomplished. |
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| Keywords: | risk model Cox process interference ruin probability lundberg inequality |
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