摘要
将广义Poisson风险模型推广到带干扰的广义双Poisson风险模型,并利用鞅的方法得出了破产概率所满足的Lundberg不等式及其一般公式。
In this paper, we popularized the generalized Poisson risk model to the generalized double Poisson risk model with interference. Then we gotLundberg inequality and its common formula satisfied by bankruptcy probability by means of martingale method.
出处
《山东科技大学学报（自然科学版）》
CAS
2005年第3期101-103,共3页
Journal of Shandong University of Science and Technology(Natural Science)
关键词
干扰
双Poisson过程
鞅
停时
破产概率
interference
double Poisson processes
martingale
stopping time
bankruptcy probability
