| 带干扰的双复合Poisson风险模型的破产概率 |
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| 引用本文： | 何树红,赵金娥,马丽娟.带干扰的双复合Poisson风险模型的破产概率[J].吉首大学学报(自然科学版),2005,26(3):43-45. |
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| 作者姓名： | 何树红 赵金娥 马丽娟 |
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| 作者单位： | 云南大学数学系,云南,昆明,650091;云南大学数学系,云南,昆明,650091;云南大学数学系,云南,昆明,650091 |
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| 基金项目： | 云南省自然科学基金资助项目（2003F0015M） |
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| 摘 要： | 考虑带干扰的双复合Poisson风险模型的破产概率，运用鞅方法得出破产概率满足的Lundberg不等式和一般公式，并给出当理赔额与收取的保费均服从指数分布时破产概率的具体表达式.
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| 关 键 词： | 干扰 复合Poisson过程 鞅 停时 破产概率 |
| 文章编号： | 1007-2985（2005）03-0043-03 |
| 收稿时间： | 2005-04-13 |
| 修稿时间： | 2005-04-13 |
Ruin Probability in Risk Model with Double Compound Poisson Processes by Diffusion |
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| HE Shu-hong,ZHAO Jine,MA Li-juan.Ruin Probability in Risk Model with Double Compound Poisson Processes by Diffusion[J].Journal of Jishou University(Natural Science Edition),2005,26(3):43-45. |
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| Authors: | HE Shu-hong ZHAO Jine MA Li-juan |
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| Institution: | (Department of Mathematics,Yunnan University,Kunming 650091,Yunnan China) |
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| Abstract: | A double eompound Poisson processes risk model by diffusion is eonsidered.Applying martingale approach, the Iamdberg inequality and the formula of the ruin probability are obtained, and the explicit formula of the ruin probability is also obtained in case of exponential claim amounts and exponential premium incomes. |
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| Keywords: | diffusion compound Poisson process martingale stopping time ruin probability |
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