理赔计数相依风险模型的破产问题
리배계수상의풍험모형적파산문제
The ruin problem for a count-correlated claims risk model
  • 万方数据
    宁德师范学院学报：自然科学版 저덕사범학원학보：자연과학판
    Journal of Ningde Teachers College(Natural Science)
    2011年 4期 337-340 ,共4页

    陈凤丽%施齐焉

    진봉려%시제언

    红利边界%鞅%破产概率%理赔计数相依 紅利邊界%鞅%破產概率%理賠計數相依
    홍리변계%앙%파산개솔%리배계수상의
    dividend barrier%martingale%ruin probability%count-correlated claims
    讨论了一类具有线性红利边界且理赔计数相依的风险模型,并对模型进行分析讨论并得出此风险模型的破产概率一般表达式和上界,给出此模型生存概率满足的积分-微分方程.
    토론료일류구유선성홍리변계차리배계수상의적풍험모형,병대모형진행분석토론병득출차풍험모형적파산개솔일반표체식화상계,급출차모형생존개솔만족적적분-미분방정.
    This paper discusses a risk model with count-correlated claims and a line dividend barrier.Then by applying the risk model,the formula of the ruin probability is obtained and the survival probability satisfied a integral-differential equation.
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