何树红, 马丽娟, 赵金娥. 带干扰的广义Poisson风险模型的破产概率[J]. 云南大学学报(自然科学版), 2005, 27(5): 376-379.
引用本文: 何树红, 马丽娟, 赵金娥. 带干扰的广义Poisson风险模型的破产概率[J]. 云南大学学报(自然科学版), 2005, 27(5): 376-379.
shu
HE Shu-hong, MA Li-juan, ZHAO Jin-e. Ruin probability in generalized homogeneous poisson process risk model with interference[J]. Journal of Yunnan University: Natural Sciences Edition, 2005, 27(5): 376-379.
Citation: HE Shu-hong, MA Li-juan, ZHAO Jin-e. Ruin probability in generalized homogeneous poisson process risk model with interference[J]. Journal of Yunnan University: Natural Sciences Edition, 2005, 27(5): 376-379.
shu

带干扰的广义Poisson风险模型的破产概率

Ruin probability in generalized homogeneous poisson process risk model with interference

    摘要
  • 摘要: 应用鞅论的方法研究了保险公司在带干扰的广义Poisson风险模型下的破产概率问题,得到了模型的破产概率满足的Lundberg不等式和一般公式,以及当个体索赔服从指数分布时破产概率的具体表达式.

     

    Abstract: Applying martingale theory,the ruin probability in generalized homogeneous Poisson process risk model with interference is researched for insurance firm.The Lundberg inequality and the formula of the ruin probability are got,the explicit formula of the ruin probability is also got in case of exponential claim amounts.

     

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