| 一类具有投资和干扰的Poisson-Geometric风险模型 |
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| 引用本文： | 杨善兵. 一类具有投资和干扰的Poisson-Geometric风险模型[J]. 盐城工学院学报(自然科学版), 2014, 27(2): 16-18 |
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| 作者姓名： | 杨善兵 |
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| 作者单位： | 盐城工学院基础教学部，江苏盐城，224051 |
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| 摘 要： | 讨论常利率下索赔次数为复合Poisson-Geometric过程和保费是随机收取的风险模型,利用鞅方法获得破产概率的精确表达式,进一步得到破产概率所满足的林德伯格不等式。
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| 关 键 词： | 复合Poisson-Geometric过程 破产概率 鞅 风险模型 |
The Compound Poisson-Geometric Risk Model with Perturbed and Investment Interest Rates |
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| YANG Shanbing. The Compound Poisson-Geometric Risk Model with Perturbed and Investment Interest Rates[J]. Journal of Yancheng Institute of Technology(Natural Science Edition), 2014, 27(2): 16-18 |
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| Authors: | YANG Shanbing |
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| Affiliation: | Department of Foundamental Science,Yancheng Institute of Technology; |
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| Abstract: | In this paper,we consider the Compound Poisson-Geometric risk model under a Constant Interest Rates which the policy premiums are random sequences. We derive the Lundberg inequality and its accurate expression of ruin probability by using martingale analysis. |
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| Keywords: | Compound Poisson-Geometric Process Ruin probability Martingale risk model |
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