带干扰的多险种破产模型的研究

The Researches of Multiple Line Risk Model Perturbed by Diffusion

对带随机干扰因素的多类索赔模型的破产问题进行了研究,得出轻尾随机变量的风险和过程Lundberg指数,应用鞅论方法,获得了多险种的破产概率公式.

In this paper, we conduct a research on the ruin problem of .the multiple-claim model with random dis- turbance factors and we get the risk and process of light-tailed random variables, Lundberg exponential, applied martingale methods and the formula on the ruin probability as well.