摘要
建立一个含有两个险种带干扰的风险模型,以往文献只考虑了单一的干扰项。在新模型中,每个险种各带一个干扰项,且两干扰项相关,对该模型的生存概率和破产概率进行了研究。利用更新理论和随机过程等方法,给出了模型生存概率所满足的微积分方程关系式和破产概率的一个上界估计。
Previous literatures consider risk models which contain only one noise term.A risk model which contains two types of insurance with a noise term and two items related to interference is considered.The ruin probability and survival probability of the model are mainly studied.The differential and integral equation for survival probability and a upper bound of ruin probability are given by using renewal theory and stochastic process approach.
出处
《黑龙江大学自然科学学报》
CAS
北大核心
2010年第5期635-638,共4页
Journal of Natural Science of Heilongjiang University
基金
河北省教育厅自然科学研究项目(Z2008136)
关键词
破产概率
干扰
条件概率
泰勒公式
ruin probability
interference
conditional probability
taylor formula
