| 一类cox风险模型破产概率的研究 |
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| 引用本文： | 何莉娜 刘再明. 一类cox风险模型破产概率的研究[J]. 广西民族大学学报, 2006, 12(2): 80-82 |
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| 作者姓名： | 何莉娜 刘再明 |
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| 作者单位： | 中南大学数学科学与计算技术学院,湖南长沙410075 |
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| 摘 要： | 讨论保费收取为泊松过程，双险种，带干扰的破产模型，索赔为cox分布．利用鞅方法研究该模型的破产概率，给出了破产概率的上界．
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| 关 键 词： | 破产概率 cox过程 鞅 干扰 |
| 收稿时间： | 2006-02-27 |
The Discussion of a Special Cox Risk Model |
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| HE Li-na, LIU Zai-ming. The Discussion of a Special Cox Risk Model[J]. Journal of Guangxi University For Nationalities(Natural Science Edition), 2006, 12(2): 80-82 |
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| Authors: | HE Li-na LIU Zai-ming |
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| Affiliation: | School of Mathematical Sciences and Computing Central South University, Changsha 410075 Technology, China |
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| Abstract: | In this paper , we discussed a cox risk model of double line perturbed by diffusion , and its premium is a Poisson process. Researching the ruin probability of this risk model by martingale method , we offer the super bound of ruin probability in this paper. |
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| Keywords: | ruin probability cox process martingale interference |
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