摘要
讨论了保费收入按点过程来到,随机收取但收入分布可控制的更新风险过程,研究了这类风险过程的马氏性,得到一些特殊模型下的破产概率的积分表达式或Laplace变换,利用鞅技巧获得了一类更广泛情形下的破产概率上界.
This paper considers the renewal risk model with premium income, which has controllable distribution, arrived as point process. It then discusseds its Markov properties and obtained some integral equations or Laplace transforms of ruin probability in special case. Using martingale approach, It derives upper bound for ruin probability.
出处
《华中师范大学学报(自然科学版)》
CAS
CSCD
北大核心
2010年第3期378-381,385,共5页
Journal of Central China Normal University:Natural Sciences
基金
湖北省教育厅自然科学研究计划重点项目(D200613001)