| 带干扰的双Poisson模型下盈余首次达到给定水平的时间分析 |
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| 引用本文： | 高明美.带干扰的双Poisson模型下盈余首次达到给定水平的时间分析[J].青岛大学学报(自然科学版),2006,19(1):24-26. |
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| 作者姓名： | 高明美 |
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| 作者单位： | 青岛大学理工学院数学系,山东,青岛,266071 |
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| 摘 要： | 针对一类带干扰的双Poisson风险模型,利用鞅论的方法,对盈余首次达到给定水平的时刻进行分析,得到了其拉氏变换以及前3阶中心矩。
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| 关 键 词： | 风险模型 盈余 鞅 |
| 文章编号： | 1006-1037（2006）01-0024-03 |
| 收稿时间： | 2005-08-27 |
| 修稿时间： | 2005-10-10 |
Analysis of the Time When the Surplus Reaches a Given Level Firstly under the Model with Two Poisson Processes by Diffusion |
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| GAO Ming-mei.Analysis of the Time When the Surplus Reaches a Given Level Firstly under the Model with Two Poisson Processes by Diffusion[J].Journal of Qingdao University(Natural Science Edition),2006,19(1):24-26. |
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| Authors: | GAO Ming-mei |
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| Institution: | Department of Mathematics, Qingdao University, Qingdao 266071,China |
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| Abstract: | The risk model with two Poisson processes by diffusion is discussed in the paper.Using the martingale method,the time when the surplus reaches a given level firstly is considered,and its Laplace translation and its kth(k=1,2,3)central moments are obtained. |
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| Keywords: | risk model surplus martingale |
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