曲阜师范大学学报（自然科学版）2005，Vol.31Issue(3)：13-18,6.
带干扰的马氏环境下的破产概率
Ruin Probability for the Risk Process Perturbed by Diffusion in a Markovian Environment
摘要
Abstract
The authors mainly discuss the ruin probability for the risk process perturbed by diffusion in a Markovian environment. In the considered risk model, the number of the claim in the time interval (0,t] is described by a point process {Nt, t≥0}, and {Nt, t≥0} is a Cox process. And we compare the ruin probability in the classical risk model perturbed by diffusion and the ruin probability discussed in this paper. In the end the asymptotic property of the ruin probability is obtained.关键词
风险过程/破产概率/Cox过程/积分方程Key words
risk process/ruin probability/Cox process/integral equation分类
数理科学引用本文复制引用
高珊,王绍峰,曹晓敏..带干扰的马氏环境下的破产概率[J].曲阜师范大学学报（自然科学版）,2005,31(3):13-18,6.基金项目
Research supported by the Science Foundation of PRC (10471076). （10471076）
