| 马氏调制费率下的双险种风险模型的破产概率 |
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| 引用本文： | 何树红,陈焱. 马氏调制费率下的双险种风险模型的破产概率[J]. 吉首大学学报(自然科学版), 2005, 26(2): 39-42 |
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| 作者姓名： | 何树红 陈焱 |
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| 作者单位： | 云南大学数学系,云南,昆明,650091;云南大学数学系,云南,昆明,650091 |
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| 摘 要： | 引入了一类具有马氏调制费率的双险种风险模型,在双险种的条件下,对于给定的初始状态,求出了条件破产概率满足的积分方程,并推导出具有平稳初始状态分布的破产概率的递归不等式和初始准备金为零时的破产概率的上界.
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| 关 键 词： | 马氏调制 破产概率 双险种 |
| 文章编号： | 1007-2985（2005）02-0039-04 |
| 收稿时间： | 2004-04-25 |
| 修稿时间： | 2004-04-25 |
Ruin Probability in a Double-Type-Insurance Risk Model with Markov-Modulated Premium Rate |
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| HE Shu-hong,CHEN Yan. Ruin Probability in a Double-Type-Insurance Risk Model with Markov-Modulated Premium Rate[J]. Journal of Jishou University(Natural Science Edition), 2005, 26(2): 39-42 |
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| Authors: | HE Shu-hong CHEN Yan |
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| Affiliation: | (Department of Mathematics,Yunnan University,Kunming 650091,Yunnan China) |
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| Abstract: | A double-type-insurance risk model with Markov-modulated premium rate is introduced. Under the condition of double-type-insurance, a integral equation for the conditional ruin probability is obtained. Furthermore, a recursive inequality for the ruin probability with the stationary initial distribution and the upper bound for the ruin probability with no initial reserve are given. |
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| Keywords: | Markov-modulated ruin probability double-type-insurance |
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