| 常利率下特殊双险种风险模型的破产问题 |
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| 引用本文： | 乔克林. 常利率下特殊双险种风险模型的破产问题[J]. 湘潭大学自然科学学报, 2011, 33(3): 27-30 |
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| 作者姓名： | 乔克林 |
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| 作者单位： | 延安大学数学与计算机科学学院;湘乡市第二中学数学教研室; |
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| 基金项目： | 陕西省自然科学基础研究计划项目 |
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| 摘 要： | 研究了常利率且保费为复合计数过程的特殊双险种风险模型，得到了该模型下破产前赔付时刻最大盈余的分布和首达某一水平的时间分布的递推公式及其所满足的积分方程.
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| 关 键 词： | 利率；双险种；最大盈余；盈余；递推公式 |
The Ruin Problem of a Special Double Type-Insurance Risk Model with Interest |
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| QIAO Ke-lin,HOU Zhi-wu,LIAO Jin-lin. The Ruin Problem of a Special Double Type-Insurance Risk Model with Interest[J]. Natural Science Journal of Xiangtan University, 2011, 33(3): 27-30 |
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| Authors: | QIAO Ke-lin HOU Zhi-wu LIAO Jin-lin |
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| Affiliation: | QIAO Ke-lin1,HOU Zhi-wu1,LIAO Jin-lin2(1.College of Mathematics and Computer Science,Yan'an University,Yan'an 716000,2.Department of Mathematics,The Second Middle School of Xiangxiang,Xiangxiang 411400 China) |
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| Abstract: | A special double type-insurance risk model with interest and whose premium is a counting stochastic process is studied.The recurrence formulas and the integral equations of the distribution of the supremum surplus before ruin in claim moment,the time that surplus process reaches a given level for the first time are obtained. |
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| Keywords: | interest double type-insurance maximum surplus surplus recurrence formula |
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