| 广义带干扰的双险种离散风险模型 |
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| 引用本文： | 肖传强.广义带干扰的双险种离散风险模型[J].临沂师范学院学报,2007,29(6):17-20. |
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| 作者姓名： | 肖传强 |
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| 作者单位： | 广州大学,松田学院,广东,广州,511370 |
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| 摘 要： | 保险公司需要对发生了事故的投保客户进行赔付,本文在经典完全离散风险模型的基础上研究了两险种带干扰的风险模型,推广了传统经典风险模型,并利用鞅论方法得到了最终破产概率的一般表达式和Lundberg不等式.
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| 关 键 词： | 泊松过程 离散风险模型 破产概率 调节系数 随机干扰 |
| 文章编号： | 1009-6051(2007)06-0017-04 |
| 修稿时间： | 2007年6月25日 |
The Generalized Discrete Double Line Risk Model Perturbed by Diffusion |
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| XIAO Chuan-qiang.The Generalized Discrete Double Line Risk Model Perturbed by Diffusion[J].Journal of Linyi Teachers' College,2007,29(6):17-20. |
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| Authors: | XIAO Chuan-qiang |
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| Abstract: | The insurance company must pay the insurance calms if accidents occur.In this paper,the generalized discrete double line risk model perturbed by diffusion was examined.Our model can be regarded as the generalization of the classical risk model.The general formula of ruin probability for this model is given,and Lundberg inequality is got by using the martingale approach. |
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| Keywords: | poisson process the discrete risk model ruin probability adjustment coefficient stochastic diffusion |
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