带利息力的双复合poisson风险模型的破产概率

Ruin Probability in the Double Compound Poisson Risk Model with Constant Interest Force

本文研究了带利息力的双复合poisson过程风险模型,给出了不破产概率的积分表示,以及有限时间内的不破产概率的积分方程,并用鞅方法得出了破产概率的lurdberg上界.

This paper studies the ruin probability in the double compound poisson risk model with constant interest force. The integral representations of the non-ruin probability and the non-ruin probability integral equation in finite time were given,and the lurdberg upper bound was obtained for the ruin probability by using martingale techniques.