常利率因素的双险种风险模型
A risk model of double-type-insurance with constant interest
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摘要: 引入了一类常利率因素的双险种风险模型,给出了初始准备金为0时破产概率Ψ(0)的明确表达式,初始准备金为u时破产概率的Cram啨r-Lundberg近似,及Ψ(u)的显式表达式和Lundberg上界.Abstract: A double-type-insurance risk model with constant interest is introduced. Meanwhile, the explicit expression for the ruin probability Ψ(0), the Cramér-Lundberg approximation for the ruin probability Ψ(u), the explicit expression for Ψ(u) and its Lundberg upper bound are given.