带干扰的连续型风险模型

CONTINUOUS RISK MODEL WITH INTERFERENCE

本文先引入带干扰的双复合poisson风险模型,并利用正态近似和平移伽玛近似,将其推广为带干扰的连续型风险模型,最终得到破产概率公式及它的一个上界.

In this article, we introduce a double compound Poisson processes risk model with interference first, then we generalized the risk model into a continuous risk model with interference, applying normallyapproximated approach and gamma approximated approach, at last we get the ntin probability formula and an upper bounds is obtained.