摘要
研究一类带投资和干扰的新模型,其中保单到达过程为广义齐次Poisson过程,而两类索赔到达过程分别为保单达到过程的p-稀疏过程和q-稀疏过程.考虑到单一险种在描述风险过程中存在的局限性,将模型推广到多险种的情形,得到破产概率满足的Lundberg不等式和一般公式.
We consider a new model with investment and interference,where the arrival of term policies is generalized Poisson process,and the two types of claim processes follow a p-thinning process and a q-thinning process respectively.In view of the limitation of describing the risk process with a single insurance,we extend it to a multiple-type risk model,and get the Lundberg inequality and the formula of ruin probability.
出处
《福州大学学报（自然科学版）》
CAS
CSCD
北大核心
2012年第1期26-30,共5页
Journal of Fuzhou University(Natural Science Edition)
关键词
广义齐次Poisson过程
多险种
干扰
稀疏过程
破产概率
generalized Poisson process
multiple-type insurance
interference
thinning process
ruin probability
