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考虑随机利率因素的保费随机的复合Poisson风险模型 被引量:1

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摘要 文章研究了一类考虑随机利率因素的保费随机的风险模型,模型中保费收入过程是一复合Poisson过程;运用鞅方法得到了有限时间破产概率的一个上界及最终破产概率的Lundberg指数型上界估计。
作者 赵晓芹
出处 《统计与决策》 CSSCI 北大核心 2010年第2期38-40,共3页 Statistics & Decision
基金 湖南省教育厅科研资助项目(08C119 07C077)
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参考文献7

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二级参考文献19

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