| 基于进入过程的双险种风险模型 |
| |
| 引用本文： | 郭东林.基于进入过程的双险种风险模型[J].德州学院学报,2011,27(2):27-29. |
| |
| 作者姓名： | 郭东林 |
| |
| 作者单位： | 商丘师范学院数学系,河南商丘,476000 |
| |
| 基金项目： | 河南省自然科学基金资助 |
| |
| 摘 要： | 在进入过程模型的基础上,讨论了双险种风险模型的破产概率.首先得到该模型的盈余过程具有平稳独立增量性;其次,利用鞅方法获得了该模型破产概率的显式表达式以及它的一个上界估计.
|
| 关 键 词： | 进入过程 双险种 破产概率 鞅方法 |
Entrance Processes Based Risk Model with Double Type-insurance |
| |
| GUO Dong-lin.Entrance Processes Based Risk Model with Double Type-insurance[J].Journal of Dezhou University,2011,27(2):27-29. |
| |
| Authors: | GUO Dong-lin |
| |
| Institution: | GUO Dong-lin(Department of Mathematics,Shangqiu Normal College,Shangqiu Henan 476000,China) |
| |
| Abstract: | Based on entrance processes,the double type-insurance risk model is considered in this paper.Firstly,the stationary increment property of profit process is obtained.Secondly,using the martingale method,the explicit expression and an upper bound estimation of ruin probability are derived. |
| |
| Keywords: | entrance processes double type-insurance ruin probability martingale method |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
|
