摘要
研究一类带有稀疏过程的连续时间双险种风险模型,其中两个险种在保费收取方式和索赔方式上均有所不同,一险种的保费收取为时间t的线性函数而索赔过程是复合Poisson过程,另一险种的保费收取是复合Poisson过程而索赔计数过程为其稀疏过程.给出此模型最终生存概率的积分表达式及其在特殊情况下的具体表达式,并用鞅方法得到最终破产概率所满足的Lundberg不等式和一般表达式.
In this paper we consider a continuous time doubletype-insurance risk model with thinning process, where the premium income process and the arrival of the claims are different, one of the premium income process is a linear function of time t ,another follows a Poisson process;one of the arrival of the claims is compound Poisson process, another is a thinning process. The integral representations of the ultimate survival probability are gotten and the explicit formula of the ultimate survival probability is also obtained in a special case. The Lundberg inequality and the general formula of the ultimate ruin probability are gotten in terms of some techniques from martingale theory.
出处
《广西科学》
CAS
2008年第1期30-34,共5页
Guangxi Sciences
