| 随机利率下广义复合Poisson风险模型 |
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| 引用本文： | 陈新美. 随机利率下广义复合Poisson风险模型[J]. 长沙理工大学学报(自然科学版), 2006, 3(2): 73-76 |
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| 作者姓名： | 陈新美 |
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| 作者单位： | 长沙理工大学,数学与计算科学学院,湖南,长沙,410076 |
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| 摘 要： | 在一般化随机利率复合Poisson模型的基础上,进一步考虑了广义复合Poisson风险模型的破产概率,使得相应的破产概率更具有实际意义.
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| 关 键 词： | 随机利率 广义复合Poisson过程 破产概率 |
| 文章编号： | 1672-9331（2006）02-0073-04 |
| 收稿时间： | 2005-09-30 |
| 修稿时间： | 2005-09-30 |
The generalized compound Poisson risk model with stochastic interest |
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| CHEN Xin-mei. The generalized compound Poisson risk model with stochastic interest[J]. Journal of Changsha University of Science and Technology(Natural Science), 2006, 3(2): 73-76 |
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| Authors: | CHEN Xin-mei |
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| Affiliation: | College of Mathematics and Computing Science, Changsha University of Science and Technology, Changsha 410076, China |
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| Abstract: | On the basic of general compound Poisson model with stochastic interest,the ruin probability in the generalized compound Poisson risk model with stochastic interest is considered so that the probability of ruin has more significance in practice. |
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| Keywords: | stochastic interest generalized compound poisson process ruin probability |
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