摘要
本文将投资和随机干扰因素的影响引入到复合二项风险模型中.在有关假设的基础上,对该新模型的性质进行分析,得到了最终破产概率的一般表达式和一个上界估计.
With the influence of investment and random interference brought to compound binomial risk model, a new risk model is proposed. According to some hypotheses, the characteristics of the new model are analyzed. The general expression and upper estimate of the ultimate ruin probability are obtained.
出处
《滁州学院学报》
2009年第6期101-102,110,共3页
Journal of Chuzhou University
基金
滁州学院自然科学基金(2007ky049)
关键词
投资
复合二项风险模型
最终破产概率
investment compound binomial risk model ultimate ruin probability
