| 带干扰的双险种复合二项负风险模型的破产概率 |
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| 引用本文： | 邓迎春,郑敏衡,白美保. 带干扰的双险种复合二项负风险模型的破产概率[J]. 湖南文理学院学报(自然科学版), 2011, 0(3): 3-5 |
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| 作者姓名： | 邓迎春 郑敏衡 白美保 |
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| 作者单位： | 湖南师范大学数学与计算机科学学院; |
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| 摘 要： | 研究了索赔过程为复合二项过程的负风险模型,利用鞅方法和相关的随机过程的知识,以两种不同的方法得到了该模型的最终破产概率以及Lundberg不等式.
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| 关 键 词： | 负风险 复合二项过程 布朗运动 破产概率 |
Ruin probability in negative risk model with two compound binomial processes by diffusion |
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| DENG Ying-chun,ZHENG Min-heng,BAI Mei-bao. Ruin probability in negative risk model with two compound binomial processes by diffusion[J]. Journal of Hunan University of Arts and Science:Natural Science Edition, 2011, 0(3): 3-5 |
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| Authors: | DENG Ying-chun ZHENG Min-heng BAI Mei-bao |
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| Affiliation: | DENG Ying-chun,ZHENG Min-heng,BAI Mei-bao(College of Mathematics and Computer Science,Hunan Normal University,Changsha 410081,China) |
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| Abstract: | The paper considers the negative risk model perturbed by diffusion with aggregate claims modeled as two compound binomial processes,and the ruin probability are derived by martingale method. |
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| Keywords: | negative risk compound binomial process Brown motion ruin probability |
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