带有Stoodley变利息风险模型最终破产概率上界的研究

Upper bounds for ultimate ruin probabilities in the risk model with Stoodley variable interest

考虑带有变利息力满足Stoodley模型的复合Poisson风险模型连续时间最终破产概率的上界,推导出了Stoodley变利息力下现值风险模型的表达形式及其性质;通过鞅方法给出了最终破产概率的Lundberg型指数上界.

In this paper, we consider the upper bounds for ultimate ruin probabilities in continu- ous time in a compound Poisson model with variable interest force in Stoodley model. Presenta- tion and properties of discounted value risk model with Stoodley interest are derived. The Lund- berg upper bounds＇ for discount risk model are also given by martingale methods.