摘要
本文在考虑红利付款的情况下,将经典的风险模型推广为多险种风险模型,应用鞅方法,得出最终破产概率和Lundberg不等式.
Taking Bonus into ansideration, we popularize the classical risk model to the multi - insurance risk model in the paper. By the method of martingale, We prove the Lundberg inequality and formula on the ruin probability.
出处
《安阳师范学院学报》
2009年第5期60-61,共2页
Journal of Anyang Normal University
关键词
多险种
红利
鞅
破产概率
Multi - insurance risk model
Bonus
Martingale
Ruin probability
