摘要
在经典模型的基础上,研究了存在红利界限和带随机干扰的保费收取过程为复合Poisson过程的风险模型.运用鞅方法得出了破产概率满足的Lundberg不等式和一般公式,并给出了生存概率满足的积分-微分方程.
On the basis of the classical risk model, the research studies a new risk model which is perturbed by diffusion in the presence of a linear dividend barrier and the arrival of insurance policies as a compound Poisson process. By applying the martingale approach, the Lundberg inequality and the formula of the ruin probability are obtained. Meanwhile, the integral - differential equation of the survival probability is obtained.
出处
《云南民族大学学报（自然科学版）》
CAS
2010年第1期24-27,共4页
Journal of Yunnan Minzu University:Natural Sciences Edition
基金
云南省教育厅科学研究基金(07Y10102)
红河学院博士
硕士科研启动项目(XSS06008)
关键词
线性红利
干扰
破产概率
积分-微分方程
linear dividend barrier
interference
ruin probability
the integral -differential equation
