| 带投资和干扰的相依多险种风险模型的破产概率 |
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| 引用本文： | 蒋兰青,施齐焉.带投资和干扰的相依多险种风险模型的破产概率[J].福州大学学报(自然科学版),2012,40(1):26-30. |
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| 作者姓名： | 蒋兰青 施齐焉 |
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| 作者单位： | 福州大学数学与计算机科学学院 |
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| 摘 要： | 研究一类带投资和干扰的新模型,其中保单到达过程为广义齐次Poisson过程,而两类索赔到达过程分别为保单达到过程的p-稀疏过程和q-稀疏过程.考虑到单一险种在描述风险过程中存在的局限性,将模型推广到多险种的情形,得到破产概率满足的Lundberg不等式和一般公式.
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| 关 键 词： | 广义齐次Poisson过程 多险种 干扰 稀疏过程 破产概率 |
The ruin probability of a multiple-type risk model with dependent by investment and interference |
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| JIANG Lan-qing,SHI Qi-yan.The ruin probability of a multiple-type risk model with dependent by investment and interference[J].Journal of Fuzhou University(Natural Science Edition),2012,40(1):26-30. |
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| Authors: | JIANG Lan-qing SHI Qi-yan |
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| Institution: | (College of Mathematics and Computer Science,Fuzhou University,Fuzhou,Fujian 350108,China) |
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| Abstract: | We consider a new model with investment and interference,where the arrival of term policies is generalized Poisson process,and the two types of claim processes follow a p-thinning process and a q-thinning process respectively.In view of the limitation of describing the risk process with a single insurance,we extend it to a multiple-type risk model,and get the Lundberg inequality and the formula of ruin probability. |
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| Keywords: | generalized Poisson process multiple-type insurance interference thinning process ruin probability |
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