| 基于竞争型二元风险模型的盈余过程研究 |
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| 引用本文： | 夏冬晴. 基于竞争型二元风险模型的盈余过程研究[J]. 邵阳学院学报(自然科学版), 2008, 5(1): 22-24 |
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| 作者姓名： | 夏冬晴 |
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| 作者单位： | 邵阳学院,理学与信息科学系,湖南,邵阳,422000 |
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| 摘 要： | 针对保险市场格局改变引入竞争型二元风险模型，利用经典风险模型理论．对其盈余过程的破产概率和生存概率等作出具体的研究．
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| 关 键 词： | 竞争型二元风险模型 盈余过程 破产概率 |
| 文章编号： | 1672-7010(2008)01-0022-03 |
| 修稿时间： | 2007-05-12 |
A study Based on A Competitive Two-dimensional Risk Model Surplus Process |
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| XIA Dong-qing. A study Based on A Competitive Two-dimensional Risk Model Surplus Process[J]. Journal of Shaoyang University(Natural Science Edition), 2008, 5(1): 22-24 |
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| Authors: | XIA Dong-qing |
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| Affiliation: | XIA Dong-qing (Department of Science and Information, Shaoyang University, Shaoyang, Hunan 422000) |
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| Abstract: | The insurance market structure changes with the introduction of competition in the dual risk model.This paper makes a specific study on the existence itsurpus process. |
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| Keywords: | A competitive two-dimensional risk model Surplus process, Bankruptcy probability |
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