怀化学院学报
懷化學院學報
부화학원학보
JOURNAL OF HUAIHUA TEACHERS COLLEGE
2012年
11期
1-5
,共5页
双险种%干扰%鞅%破产概率
雙險種%榦擾%鞅%破產概率
쌍험충%간우%앙%파산개솔
double risk%interference%Martingale%ruin probability
经典风险模型描述的是一单险种的风险过程．讨论了带干扰的双险种风险模型，将保费到达过程推广为-Poisson过程．运用鞅方法，得出了破产概率满足Lundberg不等式，并给出了生存概率的Feller表示．
經典風險模型描述的是一單險種的風險過程．討論瞭帶榦擾的雙險種風險模型，將保費到達過程推廣為-Poisson過程．運用鞅方法，得齣瞭破產概率滿足Lundberg不等式，併給齣瞭生存概率的Feller錶示．
경전풍험모형묘술적시일단험충적풍험과정．토론료대간우적쌍험충풍험모형，장보비도체과정추엄위-Poisson과정．운용앙방법，득출료파산개솔만족Lundberg불등식，병급출료생존개솔적Feller표시．
The classical risk model deals with the risk processes of a single insurance. This article studies a double risk model with the interference item in which the arrival of insurance policies is a process of Poisson. Employing the method of Martingale, it can be achieved that the ruin probability meets with the Lundberg inequality and the Feller formula of the survival probability is given
