| 带干扰的多险种二项风险模型的破产概率 |
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| 引用本文： | 刘超,王永茂,颜玲,吴琳琳,王怡菲. 带干扰的多险种二项风险模型的破产概率[J]. 郑州大学学报(理学版), 2012, 0(1): 46-49 |
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| 作者姓名： | 刘超 王永茂 颜玲 吴琳琳 王怡菲 |
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| 作者单位： | 燕山大学理学院 |
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| 基金项目： | 河北省教育厅项目,编号Z2008136 |
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| 摘 要： | 考虑到保险公司的投资利率和通货膨胀率,建立了带干扰的多险种二项风险模型.讨论了盈余过程的性质,得到了破产概率的一般公式和Lundberg上界.
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| 关 键 词： | 多险种 二项风险模型 干扰 破产概率 |
Ruin Probability of Binomial Risk Model of Multi-line with Band Interference |
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| LIU Chao,WANG Yong-mao,YAN Ling,WU Lin-lin,WANG Yi-fei. Ruin Probability of Binomial Risk Model of Multi-line with Band Interference[J]. Journal of Zhengzhou University(Natrual Science Edition), 2012, 0(1): 46-49 |
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| Authors: | LIU Chao WANG Yong-mao YAN Ling WU Lin-lin WANG Yi-fei |
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| Affiliation: | (College of Science,Yanshan University,Qinhuangdao 066004,China) |
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| Abstract: | Concerning the insurance company’s investment interest rates and inflation rates,a multi-line interference with binomial risk model was established.The surplus process was discussed,and a general formula for the ruin probability and the Lundberg upper bound were obtained. |
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| Keywords: | multi-line binomial risk model interference ruin probability |
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