| 随机利率下多险种时间盈余风险模型的破产概率 |
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| 引用本文： | 丁秀丽.随机利率下多险种时间盈余风险模型的破产概率[J].安庆师范学院学报(自然科学版),2009,15(1):34-37. |
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| 作者姓名： | 丁秀丽 |
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| 作者单位： | 安徽师范大学,数学计算机科学学院,安徽,芜湖,241000 |
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| 基金项目： | 安徽省教育厅自然科学基金，安徽省高等学校青年教师科研资助基金 |
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| 摘 要： | 考虑随机利率下多险种时间盈余过程,证明了随机利率下多险种时间盈余过程与随机利率下多险种经典盈余过程的一致性,并得到相应的破产概率的计算公式,所得破产概率比不考虑利率因素的破产概率略小些,且更接近真实值。
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| 关 键 词： | 多险种风险模型 时间盈余过程 随机利率 破产概率 调节系数 |
Ruin Probability of a Multi-Type Risk Model about Time Surplus Process with Stochastic Interest |
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| DING Xiu-li.Ruin Probability of a Multi-Type Risk Model about Time Surplus Process with Stochastic Interest[J].Journal of Anqing Teachers College(Natural Science Edition),2009,15(1):34-37. |
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| Authors: | DING Xiu-li |
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| Institution: | DING Xiu-li ( College of Mathematics and Computer Science, Anhui Normal University, Wuhu 241000, China) |
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| Abstract: | The multi-type time surplus process with stochastic interest is considered in this article.We prove that the multi-type time surplus process with stochastic interest corresponds to the classical one.A corresponding calculate formula is gained so that the corresponding ruin probability is smaller than which without considering stochastic interest. |
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| Keywords: | multi-risk model time surplus process stochastic interest ruin probability adjustment coefficient |
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