摘要
运用鞅方法,讨论了受资金利率和通货膨胀率影响的广义双险种复合二项风险模型的破产概率,得出了一般公式,并证明了其满足Lundberg不等式.
Discussed the ruin probability of the generalized double insurance compound binomial risk model which were influenced by the funds rate and inflation rate by martingale method, and obtained general formula. Proved that it satisfied Lundberg inequality.
出处
《高师理科学刊》
2008年第5期4-7,共4页
Journal of Science of Teachers＇College and University
基金
黑龙江省教育厅科学技术研究项目(11521306)
关键词
鞅
资金利率
通货膨胀率
破产概率
martingale
capital interest rate
inflation rate
ruin probability
