摘要
研究将索赔次数N(t)由Poisson过程推广为Poisson-geometric过程后的风险模型的破产概率,求出其更新方程的初始解以及近似估计.并得到了带干扰情况下的破产概率所满足的积分-微分方程,最后用鞅的方法求出了其破产概率的上界及最终表达式.
The classical risk model was generalized,letting the arrival of the claims be Poisson-geometric process,found the initial solution of the renewal equation and it＇s approximation.Using Ito^formula,calculated it＇s calculus-differential equation.By using the method of Martingale,the inequality for the ultimately ruin probability and at last an explicit expression were obtained.
出处
《湖北大学学报（自然科学版）》
CAS
北大核心
2011年第1期31-35,共5页
Journal of Hubei University：Natural Science
基金
湖北省教育厅优秀中青年人才项目(Q200710002)资助
