| 一种基于Poisson过程的双险种Poisson-Geometric过程模型研究 |
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| 引用本文： | 成军祥,杨婷婷. 一种基于Poisson过程的双险种Poisson-Geometric过程模型研究[J]. 北京电子科技学院学报, 2011, 19(2): 40-45 |
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| 作者姓名： | 成军祥 杨婷婷 |
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| 作者单位： | 河南理工大学数学与信息科学学院,河南省焦作,454000 |
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| 摘 要： | 本文建立了在保费收入为Poisson过程的情况下带随机利率和干扰项的双险种风险模型,研究了理赔次数服从Poisson-Geometric分布的情况下,得到了破产概率的表达式。
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| 关 键 词： | 破产概率 Poisson-Geometric分布 随机利率 |
Bankrupt Probability for a Poisson-Geometric Risk Model of Double Line with Poisson Process under Stochastic Interest |
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| Cheng Junxiang,Yang Tingting. Bankrupt Probability for a Poisson-Geometric Risk Model of Double Line with Poisson Process under Stochastic Interest[J]. Journal of Beijing Electronic Science & Technology Institute, 2011, 19(2): 40-45 |
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| Authors: | Cheng Junxiang Yang Tingting |
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| Affiliation: | Cheng Junxiang1 Yang Tingting2(College of Mathematics and Information Science,Henan Polytechnic University,Jiaozuo Henan 454000,P.R.China) |
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| Abstract: | A risk model of double lines with Poisson process under stochastic interest and interference is proposed in the paper.The model studies the expression of the bankrupt probability on the case that follows the Poisson-Geometric distribution,expression of the proposed is papen probability. |
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| Keywords: | ruin probability Poisson-Geometric distribution stochastic interest |
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