| 随机利率下双复合Poisson风险模型的破产概率 |
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| 引用本文： | 魏飞,廖基定.随机利率下双复合Poisson风险模型的破产概率[J].南华大学学报(自然科学版),2016,30(1):52-54. |
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| 作者姓名： | 魏飞 廖基定 |
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| 作者单位： | 南华大学 数理学院,湖南 衡阳 421001,南华大学 数理学院,湖南 衡阳 421001 |
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| 摘 要： | 考虑随机利率因素下,将经典风险模型推广到保费收入和索赔支出相互独立的双复合Poisson风险模型,得到该风险模型的最终破产概率的精确表达式和一般不等式.
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| 关 键 词： | 随机利率 风险模型 相互独立 破产概率 |
| 收稿时间： | 2015/5/13 0:00:00 |
Ruin Probability of Two Compound Poisson RiskModel with Random Rate |
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| WEI Fei and LIAO Ji-ding.Ruin Probability of Two Compound Poisson RiskModel with Random Rate[J].Journal of Nanhua University:Science and Technology,2016,30(1):52-54. |
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| Authors: | WEI Fei and LIAO Ji-ding |
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| Institution: | School of Mathematics and Physics,University of South China,Hengyang,Hunan 421001,China and School of Mathematics and Physics,University of South China,Hengyang,Hunan 421001,China |
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| Abstract: | In the paper,we extend the classical risk model to two compound Poisson risk model with random rate,in which the arrival of the premium incomes and the arrival of the claims are mutually independent.Then the accurate expression of the ruin probability and the inequality of the ruin probability are derived. |
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| Keywords: | random rate risk model mutual independence ruin probability |
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