随机利率下马氏调控Pascal模型破产概率的估计
수궤리솔하마씨조공Pascal모형파산개솔적고계
Ruin Probability Estamates in the Pascal Model with Markov-modulated Premium Rate Under Random Interest
  • 万方数据
    应用数学学报 응용수학학보
    ACTA MATHEMATICAE APPLICATAE SINICA
    2010年 2期 214-221 ,共8页

    耿显民%汪颖

    경현민%왕영

    Pascal模型%马氏调控%破产概率不等式 Pascal模型%馬氏調控%破產概率不等式
    Pascal모형%마씨조공%파산개솔불등식
    Pascal model%Markov-modulated%inequalities for ruin probabilities
    本文研究随机环境下带随机利率的复合Pascal风险模型破产概率上界估计,对利率和费率分别按两个马氏环境变化的Pascal风险模型,给出破产概率满足的不等式.
    본문연구수궤배경하대수궤리솔적복합Pascal풍험모형파산개솔상계고계,대리솔화비솔분별안량개마씨배경변화적Pascal풍험모형,급출파산개솔만족적불등식.
    This paper deals with the upper-bound estimates of ruin probability in the compound Pascal risk Model with random interest under stochastic environment. For the Pascal risk Model in which the interest rates and premium rates change separately based on two markov environment, we give the inequalities for ruin probabilities.
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