摘要
目的研究基于进入过程带干扰的双险种风险模型的破产概率。方法利用平稳独立的条件和鞅方法。结果得到该模型的盈余过程具有平稳独立增量性和破产概率的显式表达式以及它的一个上界估计。结论考虑的模型对保险公司的实际运营有一定的启发性。
Aim To study the ruin probability of entrance processes based on double-type-insurance risk model with interference is considered.Methods The stationary independent condition and the martingale method are used to analyze the aforesaid risk model.Results The stationary independent increment property of surplus process is obtained and the explicit expression and an upper bound estimation of ruin probability are derived.Conclusion The risk model is heuristic to operate the insurance business.
出处
《宝鸡文理学院学报（自然科学版）》
CAS
2011年第2期14-16,共3页
Journal of Baoji University of Arts and Sciences(Natural Science Edition)
基金
河南省自然科学基金资助项目(2010A110015)
关键词
进入过程
干扰
双险种
破产概率
鞅方法
entrance process
interference
double-type insurance
ruin probability
martingale method
