| 理赔计数相依风险模型的破产问题 |
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| 引用本文： | 陈凤丽,施齐焉.理赔计数相依风险模型的破产问题[J].宁德师专学报(自然科学版),2011,23(4):337-340. |
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| 作者姓名： | 陈凤丽 施齐焉 |
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| 作者单位： | 福州大学数学与计算机科学学院,福建福州,350108 |
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| 摘 要： | 讨论了一类具有线性红利边界且理赔计数相依的风险模型,并对模型进行分析讨论并得出此风险模型的破产概率一般表达式和上界,给出此模型生存概率满足的积分-微分方程.
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| 关 键 词： | 红利边界 鞅 破产概率 理赔计数相依 |
The ruin problem for a count-correlated claims risk model |
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| CHEN Feng-li,SHI Qi-yan.The ruin problem for a count-correlated claims risk model[J].Journal of Ningde Teachers College(Natural Science),2011,23(4):337-340. |
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| Authors: | CHEN Feng-li SHI Qi-yan |
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| Institution: | CHEN Feng-li,SHI Qi-yan (College of Mathematics and Computer Science,Fuzhou University,Fujian,Fuzhou 350108,China) |
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| Abstract: | This paper discusses a risk model with count-correlated claims and a line dividend barrier.Then by applying the risk model,the formula of the ruin probability is obtained and the survival probability satisfied a integral-differential equation. |
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| Keywords: | dividend barrier martingale ruin probability count-correlated claims |
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