摘要
主要讨论了当盈余过程低于某一限度时,带干扰的风险模型下的破产概率,推导出破产概率满足的不等式和具体的表达式.特殊地,讨论了当为某些特殊函数时,破产概率所满足的不等式和具体表达式.
This paper discusses the ruin probability of an interfered risk model on the assumption that its ruin limit is variable, and by deduction, obtains the inequality and formula of the ruin probability. As a special example, the paper provides some inequalities and formulas when are some special functions.
出处
《中南林业科技大学学报》
CAS
CSCD
北大核心
2009年第2期162-164,共3页
Journal of Central South University of Forestry & Technology
基金
中南林业科技大学青年科学研究基金项目(2005023)
关键词
鞅
破产概率
破产下限
风险模型
martingale
the limit of ruin, ruin probability
risk mode
