摘要
在连续时间情况下,建立了保费收取次数是一个Poisson过程和索赔次数相依的带随机干扰的风险模型,用鞅方法得到了其最终破产概率及Lundberg不等式,讨论了相依性对破产概率的影响.最后结合实例进行了数值计算.
In the case of continuous time,a risk model with the number of dependent claims and random noise and whose the number of premium collection is a Poisson process are established,and the ultimate ruin probability and the Lundberg inequality are got using the martingale method.Furthermore the effect of dependency on ruin probability is discussed,and values are calculated through the examples.
出处
《鲁东大学学报（自然科学版）》
2011年第2期101-104,共4页
Journal of Ludong University:Natural Science Edition
