| 随机投保费下引入投资的多险种破产模型研究 |
| |
| 引用本文： | 尹娃女,冯德成.随机投保费下引入投资的多险种破产模型研究[J].甘肃科学学报,2012(1):148-151. |
| |
| 作者姓名： | 尹娃女 冯德成 |
| |
| 作者单位： | 西北师范大学数学与信息科学学院 |
| |
| 基金项目： | 国家自然科学基金(11061032) |
| |
| 摘 要： | 既考虑模型具有随机投保费的多险种保险,同时也考虑了投资因素的影响,根据鞅方法的证明,最终得到了利息力非零和利息力为零两种情况下破产概率的Lundberg不等式.
|
| 关 键 词： | 破产模型 破产概率 调节系数 Lundberg不等式 |
A Study of Ruin Model of Multitype-insurance Involving Investment under Stochastic Premium |
| |
| YIN Wa-nv,FENG De-cheng.A Study of Ruin Model of Multitype-insurance Involving Investment under Stochastic Premium[J].Journal of Gansu Sciences,2012(1):148-151. |
| |
| Authors: | YIN Wa-nv FENG De-cheng |
| |
| Institution: | (College of Mathematics and Information Science,Northwest Normal University,Lanzhou 730070,China) |
| |
| Abstract: | The multi-type insurance is taken into account with investment factors as well.According to the method of martingale,the Lundberg inequality is obtained for ruin probability under two situations,when the interest force is zero or non-zero. |
| |
| Keywords: | ruin model ruin probability adjustment coeffcient Lundberg inequality |
| 本文献已被 CNKI 维普 等数据库收录！ |
