线性红利界下带干扰风险模型的破产概率 |
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引用本文:钟朝艳.线性红利界下带干扰风险模型的破产概率[J].经济数学,2011,(1):85-88 |
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中文摘要:考虑到保险公司在实际经营中收益所具有的不确定性和分红策略,建立一类具有线性红利界和带随机扰动的双复合Poisson风险模型,利用鞅方法给出模型关于破产概率的一个定理及上界. |
中文关键词:线性红利界 干扰 双复合Poisson风险模型 破产概率 |
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Ruin Probability in the Risk Model with Perturbance under a Linear Dividend Barrier |
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Abstract:Takeing into account the actual operating of an insurance company with random income and the dividends strategy, a double compound poisson processes risk model with perturbancl under a linear dividend barrier was established. By using martingale ,the formula and the upper bound of ruin probability in this new model were obtained. |
keywords:linear dividend barrier perturbance the risk model with double compound poisson processes ruin probability |
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