摘要
讨论了资金利率和通货膨胀率带干扰下的保险费随机收取的双险种风险模型,用鞅方法得到破产概率的一般公式及lundberg不等式,给出了当理赔额与收取的保险费均服从指数分布时的的破产概率的具体表达式.
In this paper, a double-type insurance risk model of random premium income with diffusion under the capital interest rate and inflatable rate was discussed. Applying martingale approach, the formula and the lundberg inequality of the rain probability are got. A explicit expression is given in case of exponential claim amounts and exponential premium incomes.
出处
《佳木斯大学学报（自然科学版）》
CAS
2008年第1期68-70,74,共4页
Journal of Jiamusi University：Natural Science Edition
