摘要
在经典风险模型的基础上考虑了保费随机收取、常利率、干扰及退保因素的影响,得出了更为一般情况下风险模型的最终破产概率和Lundberg不等式.
Based on the classical risk model, considering premium charged, constant interest rate, random disturbance and surrender factors, in more general case, the paper obtained the ultimate ruin probability model and Lundberg inequality.
出处
《湖南文理学院学报（自然科学版）》
CAS
2011年第2期22-23,27,共3页
Journal of Hunan University of Arts and Science(Science and Technology)
关键词
破产概率
常利率
干扰
鞅
ruin probability
oBen interest rate
interference
martingale
