| 带干扰的双广义复合Poisson风险模型的破产概率 |
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| 引用本文： | 王楚,孔繁超.带干扰的双广义复合Poisson风险模型的破产概率[J].安庆师范学院学报(自然科学版),2007,13(2):4-6,13. |
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| 作者姓名： | 王楚 孔繁超 |
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| 作者单位： | 安徽大学,数学与计算科学学院,安徽,合肥,230039;安徽大学,数学与计算科学学院,安徽,合肥,230039 |
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| 摘 要： | 本文对经典的风险模型进行了推广,考虑同时发生两个或两个以上的投保和索赔的情况,建立带干扰的双广义复合Poisson风险模型,运用鞅的方法,得出了破产概率满足的Lundberg不等式和一般公式。
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| 关 键 词： | 干扰 广义复合Poisson过程 鞅 停时 破产概率 |
| 文章编号： | 1007-4260（2007）01-0004-03 |
| 修稿时间： | 2006-10-11 |
Ruin Probability in Double Generalized Compound Poisson Risk Model with Disturbance |
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| WANG Chu,KONG Fan-chao.Ruin Probability in Double Generalized Compound Poisson Risk Model with Disturbance[J].Journal of Anqing Teachers College(Natural Science Edition),2007,13(2):4-6,13. |
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| Authors: | WANG Chu KONG Fan-chao |
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| Institution: | School of Mathematics and Computational Science , Anhui University, Hefei 230039, China |
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| Abstract: | In this paper,we generalize the classical risk model and consider two or more insurance policies and claims at the same time.Then,we built the risk model with double generalized compound Poisson with disturbance.At last,Lundberg inequality and its common formula satisfied by ruin probability are given by means of martingale method. |
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| Keywords: | disturbance generalized compound Poisson processes martingale stopping time ruin probability |
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