延边大学学报：自然科学版
延邊大學學報：自然科學版
연변대학학보：자연과학판
Journal of Yanbian University：Natural Science
2012年
2期
112-114
,共3页
进入过程%破产概率%鞅%复合Poisson-Geometric过程
進入過程%破產概率%鞅%複閤Poisson-Geometric過程
진입과정%파산개솔%앙%복합Poisson-Geometric과정
entrance processes%ruin probability%martingale%compound Poisson-Geometric process
对索赔到达过程为Poisson过程的单险种风险模型进行推广,讨论了带干扰的基于进入过程且索赔到达过程是复合Poisson-Geometric过程的多险种风险模型,并应用鞅方法得到了该模型满足的Lundberg不等式和破产概率的表达式.
對索賠到達過程為Poisson過程的單險種風險模型進行推廣,討論瞭帶榦擾的基于進入過程且索賠到達過程是複閤Poisson-Geometric過程的多險種風險模型,併應用鞅方法得到瞭該模型滿足的Lundberg不等式和破產概率的錶達式.
대색배도체과정위Poisson과정적단험충풍험모형진행추엄,토론료대간우적기우진입과정차색배도체과정시복합Poisson-Geometric과정적다험충풍험모형,병응용앙방법득도료해모형만족적Lundberg불등식화파산개솔적표체식.
A risk model which the compensation arrives to the Poisson process is generalized. We consider the multi-risk model based on the entrance processes and perturbed by diffusion, that is, the arrival of policies is compound Poisson-Geometric processes. Applying the martingale theory, we get the Lundberg inequality and the explicit expression for the ruin probability.
