摘要
考虑混合保费收取下有扰动的双复合Poisson-Geometric过程的双险种风险模型,对模型的性质进行讨论,证明盈利过程具有平稳独立增量和数字特征。运用概率和随机过程基本理论推导调节系数满足的方程,并得到破产概率的一般表达式和Lundberg不等式。当保费、理赔过程服从特定指数分布时,得到破产概率的具体表达式。
The perturbed double-type risk model under mixed premium income of double poisson-geometric process is taken into the consideration,and the properties of the model are discussed,the smooth independent increment and digital characteristics of the profit process are proved.By applying the basic theory of probability and random process,the equation satisfied with the adjustment coefficient,Lundberg inequality and the general expression of ruin probability are obtained.When the premium and claim processes obey the exponential distribution,the specific expressions of ruin probability are obtained.
作者
覃利华
QIN Li-hua(School of Mathematics,Physics and Electronic Information Engineering,Guangxi Normal University for Nationlities,Chongzuo,Guangxi 532200,China)
出处
《井冈山大学学报（自然科学版）》
2022年第6期7-12,共6页
Journal of Jinggangshan University (Natural Science)
基金
广西高校中青年教师科研基础能力提升项目(2021KY0767)
广西民族师范学院科研经费项目(2021YB054)。
