摘要
本文将经典的风险模型推广为多险种风险模型;应用鞅方法;得到最终破产概率和Lundberg不等式.
This paper extends the classical risk model to the multi-insurance risk model. By the method of martingale, the paper proves the Lundberg inequality and formula on the ruin probability.
出处
《西南民族大学学报（自然科学版）》
CAS
2010年第4期518-521,共4页
Journal of Southwest Minzu University(Natural Science Edition)
关键词
多险种风险模型
鞅
停时
破产概率
multi-insurance risk model
martingale
stopping time
ruin probability
