| 一类带干扰的相关风险模型的破产概率 |
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| 引用本文： | 赵彦晖,韩琳,姚继涛,付静.一类带干扰的相关风险模型的破产概率[J].重庆工学院学报,2009,23(1):139-142. |
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| 作者姓名： | 赵彦晖 韩琳 姚继涛 付静 |
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| 作者单位： | 西安建筑科技大学; |
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| 基金项目： | 国家自然科学基金资助项目(50678143) |
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| 摘 要： | 讨论了一类带干扰的相关保险业务的风险过程,在干扰条件下,将相关索赔的风险过程转化为古典风险模型,得出其破产概率的一般表达式.
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| 关 键 词： | 复合泊松过程 调节系数 Erlang过程 破产概率 |
Ruin Probability of a Category of Correlated Insurance Risk Model with Interference |
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| ZHAO Yan-hui,HAN Lin,YAO Ji-tao,FU Jing.Ruin Probability of a Category of Correlated Insurance Risk Model with Interference[J].Journal of Chongqing Institute of Technology,2009,23(1):139-142. |
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| Authors: | ZHAO Yan-hui HAN Lin YAO Ji-tao FU Jing |
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| Affiliation: | Xi'an University of Architecture and Technology;Xi'an 710055;China |
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| Abstract: | This paper discusses the risk process of a category of insurance risk model with interference.Firstly,related claim risk processes are converted to classic risk model,and then the general formula of the ruin probability for this model is given. |
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| Keywords: | compound Possion process adjustment coefficient Erlang process ruin probability |
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