摘要
研究了一种新的带布朗运动干扰的保险风险模型,在模型中,投保人以及索赔都成批到达,到达的点过程是2个独立的Cox过程,利用鞅方法,给出了该模型破产概率的一个上界。
A new insurance risk model was investigated, in which the insurants arrival and the claims arrival are driven by two independent generalized Cox processes. The model is also perturbed by a Brownian motion, Using the martingale method, an upper bound for the ruin probability of the model is given.
出处
《重庆邮电大学学报（自然科学版）》
2007年第6期782-784,共3页
Journal of Chongqing University of Posts and Telecommunications(Natural Science Edition)
关键词
破产概率
上界
保险风险模型
鞅方法
ruin probability
upper bound
insurancc risk model
martingale method
