| 带干扰的双复合Poisson-Geometric风险模型的破产概率 |
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| 引用本文： | 李江平.带干扰的双复合Poisson-Geometric风险模型的破产概率[J].嘉应学院学报,2011,29(5):28-30. |
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| 作者姓名： | 李江平 |
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| 作者单位： | 嘉应学院数学学院,广东梅州,514015 |
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| 摘 要： | 考虑一类推广了的双复合Poisson-Geometric风险模型,假设理赔次数与保费的到达服从Poisson-Geometric分布,且带有Brown运动,运用鞅分析方法和全概率公式分别得出破产概率的表达式.
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| 关 键 词： | Poisson-Geometric过程 破产概率 Brown运动 鞅 调节系数 |
Ruin Probability for Double Poisoon-Geometric Risk Model by Brown Motion |
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| LI Jiang-Ping.Ruin Probability for Double Poisoon-Geometric Risk Model by Brown Motion[J].Journal of Jiaying University,2011,29(5):28-30. |
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| Authors: | LI Jiang-Ping |
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| Institution: | LI Jiang-Ping(School of Mathematics,Jiaying University,Meizhou 514015,China) |
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| Abstract: | We discuss a generalization of double compound poisson-geometric distribution risk model,and use the way of martingale technique and total probability formula to get the ruin probability on the certain initialization reserve. |
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| Keywords: | Poisson-Geometric process ruin probability Brown motion martingale ajustment coefficient |
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