| 具有随机保费收入风险模型的破产概率 |
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| 引用本文： | 包振华,叶中行. 具有随机保费收入风险模型的破产概率[J]. 汕头大学学报(自然科学版), 2006, 21(2): 6-11 |
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| 作者姓名： | 包振华 叶中行 |
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| 作者单位： | 上海交通大学应用数学系,上海,200240 |
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| 基金项目： | 中国科学院资助项目;上海市科委资助项目 |
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| 摘 要： | 研究保费收入为复合Poisson过程的风险模型,得到最终破产概率所满足的积分方程.利用递归的技巧,给出最终破产概率的Lundberg上界.
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| 关 键 词： | 积分方程 最终破产概率 Lundberg上界 |
| 文章编号： | 1001-4217（2006）02-0006-06 |
| 收稿时间： | 2005-11-22 |
| 修稿时间： | 2005-11-22 |
Ruin Probabilities for a Risk Model with Random Income |
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| BAO Zhen-hua,YE Zhong-xing. Ruin Probabilities for a Risk Model with Random Income[J]. Journal of Shantou University(Natural Science Edition), 2006, 21(2): 6-11 |
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| Authors: | BAO Zhen-hua YE Zhong-xing |
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| Affiliation: | Department of Applied Mathematics, Shanghai Jiaotong University, Shanghai 200240, China |
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| Abstract: | For the risk model with random income, an integral equation satisfying by the ultimate ruin probability was derived. Using an inductive approach, the Lundberg upper bounds for the ultimate ruin probability are shown. |
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| Keywords: | ultimate ruin probability integral equation Lundberg upper bounds |
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