摘要
在这笔记，有有多重有效性时间的政策的一个种保险风险模型被调查。为毁灭可能性的明确的表情被使用鞅方法获得。作为后果，当为一个最新发达的入口的毁灭概率的上面的界限处理基于的风险模型，获得的概率服务。
In this note,one kind of insurance risk models with the policies having multiple validity times are investigated.Explicit expressions for the ruin probabilities are obtained by using the martingale method.As a consequence,the obtained probability serves as an upper bound for the ruin probability of a newly developed entrance processes based risk model.
基金
Supported by the Grant to Supervisors of Postgraduates with Universities in Gansu Province(1001-10)
关键词
保险风险模型
入口过程
破坏概率
上面的界限
鞅方法
insurance risk model
entrance process
ruin probability
upper bound
martingale method
