摘要
本文将经典的破产模型中的保险费收到次数看作Possion过程,单一险种改进为多险种模型,考虑带干扰新模型的最终破产概率的一般式和破产概率的上界估计。
In the paper,the times that the insuriance company receives the premium is improved the one that premium is received from possion process.The generalized risk is improved with the multiple line risk.We discuss the ruin probability of a new risk model by martingal, and then get general formula and the Lundberg inequality.
出处
《安庆师范学院学报（自然科学版）》
2007年第3期11-13,106,共4页
Journal of Anqing Teachers College(Natural Science Edition)
基金
安徽省自然科学基金资助(2003kj165)。
关键词
风险模型
复合Possion过程
Winner过程
调节系数
破产概率
the fish model
compound possion p
rocess
Winner process
adjustment
coefficient ruin probability
the multiple line risk
