| 带干扰的广义泊松过程模型及其破产概率 |
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| 引用本文： | 王成勇.带干扰的广义泊松过程模型及其破产概率[J].襄樊学院学报,2005,26(5):3-5. |
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| 作者姓名： | 王成勇 |
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| 作者单位： | 襄樊学院,数学系,湖北,襄樊,441053 |
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| 基金项目： | 湖北省教育厅重点项目（2003A003） |
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| 摘 要： | 在一般的风险模型中，都假定保险公司的保费收入为时间的线性函数，但在实际情况中，保险公司的保费收入与保险公司售出的保单数和每份保单的保额有关．在保险理赔的广义泊松过程模型中，加入扩散扰动项，并假定保费收入为一泊松过程，建立起新的模型，证明了新模型下的破产概率满足Lundberg不等式．
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| 关 键 词： | 广义泊松过程 维纳过程 破产概率 鞅 |
| 文章编号： | 1009-2854(2005)05-0003-03 |
| 收稿时间： | 05 12 2005 12:00AM |
| 修稿时间： | 2005年5月12日 |
The Generalized Poisson Process Model Perturbed by Diffusion and its Ruin Probability |
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| WANG Cheng-yong.The Generalized Poisson Process Model Perturbed by Diffusion and its Ruin Probability[J].Journal of Xiangfan University,2005,26(5):3-5. |
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| Authors: | WANG Cheng-yong |
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| Institution: | Department of Mathematics, Xiangfan University, Xiangfan 441053, China |
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| Abstract: | In general risk model, we all suppose the income rate of the insurance company as a line function of time. But in actual circumstance, the income rate of insurance company is related to the number of insurance policy be selling and the money each policy has to pay out. In the paper, a diffusion Weiner process is been given in the Generalized Poisson process model, based on the assumption of the income rate be a Poisson process, a new model is been established. And the Lundberg inequality under this model is been proof. |
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| Keywords: | Generalized poisson process Weiner process Ruin probability Martingale |
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