摘要
经典风险模型描述的是一单险种的风险过程.讨论了带干扰的双险种风险模型,将保费到达过程推广为一Poisson过程.运用鞅方法,得出了破产概率满足Lundberg不等式,并给出了生存概率的Feller表示.
The classical risk model deals with the risk processes of a single insurance. This article studies a double risk model with the interference item in which the arrival of insurance policies is a process of Poisson. Employing the method of Martingale, it can be achieved that the ruin probability meets with the Lundberg inequality and the Feller formula of the survival probability is given
出处
《怀化学院学报》
2012年第11期1-5,共5页
Journal of Huaihua University
基金
湖南省教育厅资助项目(08C667)
关键词
双险种
干扰
鞅
破产概率
double risk
interference
Martingale
ruin probability
