一类双险种时间盈余风险模型的破产概率

Ruin probability for a time-surplus risk model with two-type–risk insurance

研究了理赔额达到某一值时理赔次数服从Poisson过程的双险种时间盈余风险模型,并求出该模型的调节系数、破产概率以及破产概率上界.

This paper studies a time - surplus risk model with two - type - risk insurance, where the number of claims is subject to a Poisson process when the claim amount reaches a certain value, and calculates the adjustment coefficient, the ruin probability and its upper bound for the model.