| 带干扰的相关风险下的破产概率的渐近估计 |
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| 引用本文： | 陈安平,王传玉,郭红财. 带干扰的相关风险下的破产概率的渐近估计[J]. 安徽机电学院学报, 2011, 0(4): 76-80 |
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| 作者姓名： | 陈安平 王传玉 郭红财 |
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| 作者单位： | 安徽工程大学数理学院,安徽芜湖241000 |
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| 摘 要： | 考虑了一类带干扰的双险种相关风险模型,利用随机过程的方法得出了该模型的生存概率所满足的积分-微分方程和破产概率的上界.
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| 关 键 词： | 风险模型 干扰 破产概率 上界 |
The asymptotic estimation of ruin probability of correlated Insurance risk model by interference |
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| CHEN An-ping,WANG Chuan-yu,GUO Hong-cai. The asymptotic estimation of ruin probability of correlated Insurance risk model by interference[J]. Journal of Anhui Institute of Mechanical and Electrical Engineering, 2011, 0(4): 76-80 |
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| Authors: | CHEN An-ping WANG Chuan-yu GUO Hong-cai |
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| Affiliation: | (Coll. of Math.＆Phy. ,Anhui Polytechnic University, Wuhu 241000, China) |
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| Abstract: | This paper studies correlated two-type insurance risk model by diffusion by using the stochastic process to derive the integral-differential equations satisfied by the survival probabilities under the assumed model and the upper bound of the ruin probabilities. |
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| Keywords: | risk model diffusion ruin probability upper bound |
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