常利率下一类风险模型的三种破产概率

Three Ruin Probabilities of A Risk Model with Constant Interest

研究常利率因素下保单和理赔次数均服从复合Poisson-Geometric过程的双险种的再保险且带随机干扰的风险模型,定义三种破产时刻,并得到第一种破产概率φ_(min)(u_1,u_2)的下界、第二种破产概率φ_(max)(u_1,u_2)的上界和第三种破产概率φ_(sum)(u_1,u_2)的精确表达式。

In this paper, a constant interest and with interference of double - type with the reinsurance of the insurance risk model is introduced. On this basis, defining three ruin moments, giving the bound of ruin probability for the first type φmin （ u1,u2 ） and second type φmax （ u1 , u2 ） and explicit expression of the ruin probability φmin （ u1, u2 ） for the third type.