摘要
本文将经典的破产模型由单险种推广到了多险种,分别讨论了各险种的索赔额均为复合Poisson过程和广义复合Poisson过程的情形,计算了两种情形下的破产概率.
In this paper, the generalization products is studied. We discuss the aggregate compound Poisson processes,respectively. of the claims ruin model from single insurance product to at time are compound Poisson processes and multiple gneralied
出处
《数学理论与应用》
2005年第3期68-71,共4页
Mathematical Theory and Applications
