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| 一类带红利线的多险种风险模型的相关结果 | |
| 引用本文： | 郭兴进,张怀涛,李旭伟.一类带红利线的多险种风险模型的相关结果[J].安阳师范学院学报,2009(5):60-61. |
| 作者姓名： | 郭兴进 张怀涛 李旭伟 |
| 作者单位： | 1. 中原工学院理学院,河南,郑州,450000 2. 安阳师范学院,河南安阳,455002 3. 永城实验高中,河南,永城,476600 |
| 摘 要： | 本文在考虑红利付款的情况下，将经典的风险模型推广为多险种风险模型，应用鞅方法，得出最终破产概率和Lundberg不等式． |
| 关 键 词： | 多险种 红利 鞅 破产概率 |
A Dependent Multi- insurance Risk Model With Bonus Line |
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| GUO Xing-jin,ZHANG Huai-tao,Li Xu-wei.A Dependent Multi- insurance Risk Model With Bonus Line[J].Journal of Aayang Teachers College,2009(5):60-61. | |
| Authors: | GUO Xing-jin ZHANG Huai-tao Li Xu-wei |
| Institution: | GUO Xing-jin, ZHANG Huai-tao, Li Xu-wei ( 1. Zhongyuan University of Technology, Zhengzhou 450000, China ; 2. Anyang Normal University, Anyang 455002, China ; 3. Yongcheng Experimental Senior School, Yongcheng 476600, China) |
| Abstract: | Taking Bonus into ansideration, we popularize the classical risk model to the multi - insurance risk model in the paper. By the method of martingale, We prove the Lundberg inequality and formula on the ruin probability. |
| Keywords: | Multi - insurance risk model Bonus Martingale Ruin probability |
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