摘要
考虑到投保集体的非同质性,建立了保费收取和赔付为负二项过程、干扰为标准Wiener过程的多险种随机风险模型,通过分析盈余过程的性质,得到终极破产概率公式和破产概率上界的Lundberg不等式.
Considering the non-homogeneity of the policyholders,a multi-type insurance risk model,disturbed by standard Wiener movement,was established with the premium frequency and the claim frequency being negative binomial stochastic series. Through analyzing the properties of the surplus process,the ultimate ruin probability and the Lundberg inequality formula of upper bound for ruin probability were obtained.
出处
《郑州大学学报（理学版）》
CAS
北大核心
2015年第2期33-36,共4页
Journal of Zhengzhou University:Natural Science Edition
基金
河北省高等学校科学研究计划项目
编号Z2014032
华北科技学院重点学科资助项目
编号HKXJZD201402
中央高校基本科研业务费项目
编号3142013025
3142013023
3142014039
3142014127
关键词
多险种
干扰
负二项过程
破产概率
multi-type insurance
interference
negative binomial process
ruin probability
