摘要
将古典风险模型推广为带线性红利的一类相依风险模型.在此风险模型中,保单到达过程为泊松过程,而索赔到达过程为保单到达过程的p-稀疏过程.利用鞅的方法得到了破产概率和伦德伯格不等式.
In this paper, the classical risk model is generalized as a dependent risk model with bonus line, in which the arrival of term policies follows a Poisson process and the arrival of the claims follows a p-thinning process of the arrival of term policies. By using the method of martingale, the formula and the Lundberg＇s inequality of the ruin probability are obtained.
出处
《阜阳师范学院学报（自然科学版）》
2007年第3期19-21,共3页
Journal of Fuyang Normal University(Natural Science)
基金
安徽省高等学校自然科学研究项目(KJ2007B183)
关键词
相依
线性红利
稀疏过程
鞅
破产概率
dependent
linear dividend barrier
thinning process
martingale
ruin probability.
