| 复杂条件下保险费随机收取的双险种风险模型 |
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| 引用本文： | 张世兵.复杂条件下保险费随机收取的双险种风险模型[J].佳木斯大学学报,2008,26(1):68-70,74. |
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| 作者姓名： | 张世兵 |
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| 作者单位： | 合肥工业大学理学院 安徽合肥230009 |
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| 摘 要： | 讨论了资金利率和通货膨胀率带干扰下的保险费随机收取的双险种风险模型,用鞅方法得到破产概率的一般公式及lundberg不等式,给出了当理赔额与收取的保险费均服从指数分布时的的破产概率的具体表达式.
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| 关 键 词： | 双险种 资金利率 通货膨胀率 poisson过程 鞅 破产概率 |
| 文章编号： | 1008-1402（2008）01-0068-03 |
| 收稿时间： | 2007-11-08 |
| 修稿时间： | 2007年11月8日 |
A Double-type Insurance Risk Model of Random Premium Income under Various Conditions |
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| ZHANG Shi-bing.A Double-type Insurance Risk Model of Random Premium Income under Various Conditions[J].Journal of Jiamusi University(Natural Science Edition),2008,26(1):68-70,74. |
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| Authors: | ZHANG Shi-bing |
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| Abstract: | In this paper,a double-type insurance risk model of random premium income with diffusion under the capital interest rate and inflatable rate was discussed.Applying martingale approach,the formula and the lundberg inequality of the ruin probability are got.A explicit expression is given in case of exponential claim amounts and exponential premium incomes |
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| Keywords: | double-type insurance capital interest rate inflatable rate poisson process ruin probability |
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