| 带干扰的复合Poisson-Geometric双险种模型的破产概率 |
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| 引用本文： | 赵博. 带干扰的复合Poisson-Geometric双险种模型的破产概率[J]. 科学技术与工程, 2009, 9(17) |
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| 作者姓名： | 赵博 |
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| 作者单位： | 中央民族大学,理学院,北京,100081 |
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| 摘 要： | 讨论了一类考虑投资利率与通货膨胀率的双风险模型,其中保费随机收取且保费收入服从Poisson过程,理赔服从Poisson-Geometric过程.利用鞅方法得到了此模型的最终破产概率,以及Lundberg破产概率.
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| 关 键 词： | 调节系数 投资利率 通货膨胀率 Lundberg不等式 |
| 收稿时间： | 2009-05-16 |
| 修稿时间： | 2009-07-10 |
Ruin Probability for A Compound Poisson-Geometric Double-type Risk Model Perturbed by Diffusion |
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| zhaobo. Ruin Probability for A Compound Poisson-Geometric Double-type Risk Model Perturbed by Diffusion[J]. Science Technology and Engineering, 2009, 9(17) |
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| Authors: | zhaobo |
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| Affiliation: | School of Sciences;Minzu University of China;Beijing;100081;P.R.China |
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| Abstract: | A double-type insurance considering with capital interest rate and inflatable is discussed,the premiums are variables whose distribution is Poisson process.The claim Process is Poisson-geometric process.By the method of martingale,the formula of the ruin probability in this new model and the Lundberg inequality are abtained. |
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| Keywords: | Poisson-Geometric |
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