摘要
研究了一类保费随机的风险模型.该模型在保费收取方式上一方面是保费收取为时间的线性函数,另一方面是复合Poisson过程.给出了此模型最终生存概率的积分表达式及其在特殊情况下的具体表达式,并用鞅方法得到最终破产概率所满足的Lundberg不等式和一般表达式.
In this paper,a type of risk model with random income is discussed.The premium income process is a linear function of time,another follows a Poisson process.The integral representations of the ultimate survival probability are gotten and the explicit formula of the ultimate survival probability is also obtained in a special case.The Lundberg inequality and the general formula of the ultimate ruin probability are gotten in terms of some techniques from martingale theory.
出处
《菏泽学院学报》
2010年第5期9-13,共5页
Journal of Heze University
基金
山东省统计科研重点项目(KT0914)
关键词
风险模型
破产概率
最终生存概率
risk mode
ruin probability
ultimate survival probability
