| 带有随机保费的双险种风险模型 |
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| 引用本文： | 段红星,黎锁平,包林涛. 带有随机保费的双险种风险模型[J]. 甘肃科学学报, 2008, 20(3): 31-34 |
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| 作者姓名： | 段红星 黎锁平 包林涛 |
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| 作者单位： | 兰州理工大学,理学院,甘肃,兰州,730050 |
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| 基金项目： | 教育部春晖计划项目，兰州理工大学校科研和教改项目，兰州理工大学创新基金 |
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| 摘 要： | 对现有的风险模型进行改进,建立一种所收保费均为随机变量的双险种风险模型.研究此模型的调节系数及其有关性质并且用鞅的方法得到此模型最终破产概率的一个上界.
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| 关 键 词： | 调节系数 鞅 有界停时 最终破产概率上界 |
The Ruin Probability of a Double Type-insurance Risk Model with Stochastic Premium |
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| DUAN Hong-xing,LI Suo-ping,BAO Lin-tao. The Ruin Probability of a Double Type-insurance Risk Model with Stochastic Premium[J]. Journal of Gansu Sciences, 2008, 20(3): 31-34 |
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| Authors: | DUAN Hong-xing LI Suo-ping BAO Lin-tao |
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| Affiliation: | School of Sciences;Lanzhou University of Science and Technology;Lanzhou 730050;China |
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| Abstract: | A double type-insurance risk model is established,in which the premium is a random variable.To study the adjustment coefficient and its relevant properties,an upper bound for the ruin probability of this risk model is obtained by martingale. |
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| Keywords: | adjustment coefficient martingale bounded stopping time upper bound of eventual ruin probability |
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