摘要
研究了保费到达为复合Poisson-Geometric过程的索赔相关风险模型,通过模型转化得到了破产概率的表达式及其上界.进一步地,将模型推广为带干扰的情形,得到了相应的结果.
A correlated risk model in which the arrival of premium follows compound Poisson-Geometric process has been studied. Its ruin probability and bound from upper have been given by model transformation. Furthermore, a perturbed model has been considered and the corresponding results have been obtained.
出处
《经济数学》
2016年第1期76-79,共4页
Journal of Quantitative Economics
基金
山东省优秀中青年科学家科研奖励基金资助项目(BS2014SF005)
山东省博士后创新项目专项资金资助项目(201403009)
青岛市博士后应用研究项目
山东省统计科研重点课题(KT15105)
山东省高等学校青年骨干教师国内访问学者项目
