| 一类带干扰的再保险风险模型的破产概率 |
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| 引用本文： | 王贵红,赵凯宏.一类带干扰的再保险风险模型的破产概率[J].蒙自师范高等专科学校学报,2013(2):19-21. |
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| 作者姓名： | 王贵红 赵凯宏 |
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| 作者单位： | 1. 玉溪农业职业技术学院计科系,云南玉溪653106
2. 昆明理工大学理学院,云南昆明650500 |
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| 摘 要： | 考虑一类再保险风险模型,其中保单以Poisson过程到达,而理赔次数服从复合Poisson-Geometric分布,利用鞅方法,得到了最终破产概率满足的一般公式及Lundberg不等式.
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| 关 键 词： | 再保险 Poisson-Geometric过程 鞅 破产概率 |
Ultimate Ruin Probability in the Reinsurance Risk Mode with Interference |
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| Abstract: | In this article,a reinsurance risk model with interference is considered which the arrival of policies follow poisson process,and the claim numbers follow a compound Poisson-Geometric process.By applying the martingale approach,the Lundberg inequality and the formula of the ultimate ruin probability are obtained. |
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| Keywords: | reinsurance Poisson-Geometric process martingale ruin probability |
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