带干扰保费混合收取的单险种风险模型 |
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引用本文: | 刘冬元,廖基定,蔡秋娥.带干扰保费混合收取的单险种风险模型[J].衡阳工学院学报,2012(1):38-40. |
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作者姓名: | 刘冬元 廖基定 蔡秋娥 |
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作者单位: | 南华大学数理学院,湖南衡阳421001 |
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基金项目: | 湖南省科技厅基金资助项目(2010ZK3052);南华大学博士基金资助项目(2010XQD33);人文社科基金资助项目(2011XWT10) |
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摘 要: | 将双Poisson风险模型推广为带干扰保费混合收取的单险种风险模型,并利用鞅的方法讨论了这种风险模型的破产问题.
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关 键 词: | 保费混合收取 随机干扰 鞅 破产概率 |
A One-type Insurancerisk Model of Premium Compound Income with Interference |
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Authors: | LIU Dong-yuan LIAO Ji-ding CAI Qiu-e |
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Affiliation: | ( School of Mathematics and Physics, University of South China, Hengyang, Hunan 421001, China) |
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Abstract: | In this thesis,we present the risk double-poisson models,and get a one-type insurance risk model of premium compound income with interference. Then we will use martingale approach to discuss the ruin problem of this risk model. |
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Keywords: | premium income compound stochastic diffusion martingale ruin probability |
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