摘要
本文研究保险公司在单位时间内保费随机和固定常数率混合收取且带有支付红利的风险模型,运用秧的方法,研究其盈余过程及调节系数R的性质,得到破产概率的表达式和破产上界的Lundberg不等式.
In this paper we study the risk model for insurance companies that earn premium in a fixed constant rate plus a random part in per unit time and pay dividends.By applying the martingale approach to study the surplus process and the properties of the adjustment coefficient Rthe explicit form of the ruin probability and the Lundberg inequality of the upper bound of the ruin probability are obtained.
作者
覃利华
Qin Lihua(College of Mathematics and Computer Science,Guangxi Normal University for Nationlities,Chongguo Guangxi 532200,China)
出处
《数学理论与应用》
2019年第2期87-91,共5页
Mathematical Theory and Applications
基金
广西民族师范学院科研经费资助项目(项目编号:2019YB020)
