摘要
本文研究了带干扰的索赔过程为复合负二项过程的双险种负风险和模型.用两种不同的方法得到了该模型的最终破产概率,还得到了Lundberg不等式,推广了经典负风险模型.
In this paper we consider the negative risk model perturbed by diffusion involving two independent classes of insurance risks. We assume that the two claim number processes are independent negative binomial processes, the ruin probability is obtained. Further, the Lundberg inequality is concluded.
出处
《数学杂志》
CSCD
北大核心
2013年第1期51-55,共5页
Journal of Mathematics
关键词
负风险
负二项过程
布朗运动
破产概率
negative risk
negative binomial process
Brown motion
ruin probability
