标准索赔额下带干扰的破产模型研究

Research on a Ruin Model with Diffusion under Standard Claim

在标准索赔额下的破产模型基础上,建立了考虑利率因素的标准索赔额下带干扰的破产模型,求出了其破产概率的上下界,从而使破产概率更接近实际,更有实用价值.

A ruin model was put forwards with diffusion under standard claim in which interest was considered. The new model was based on the ruin model under standard claim. And upper and lower bounds for the ruin probability were obtained. Therefore, the new model has more significance in practice.