常利率下带投资和干扰风险模型

The Risk Model with Investment and Interference under Constant Interest

在基于进入过程的基础上,主要讨论了在固定利率下,保单到达服从poisson过程且带投资和干扰的风险模型,应用概率统计和精算的方法研究了其破产概率,给出了该模型的破产概率的一个显式的表达式,并且给出了估计的上界值,在理论上有一定的应用价值.

Based on the entry process, the ruin probability of the risk model was discussed, whose insur- ance policy follows Poisson process with the investment and the interference in the fixed rate. And the influence of random factors was described. Finally, the ruin probability explicit expression of this model and an upper bound estimation were obtained.