哈尔滨商业大学学报（自然科学版）2011，Vol.27Issue(3)：312-314,3.
一类带干扰的双险种风险模型破产概率的鞅分析
Martingale analysis of insurance risk model of bankruptcy with perturbed random collection of insurance
摘要
Abstract
In this paper, based on the classical Poisson model with interference, assumed that the arrival process of the amount of claim and the insurance policy as the Poisson process, both the policy premiums and the insurance settlement of claims were random sequences. Took the inflation rate of the insurance company' s investment interest rates into account , a kind of perturbed random premium duai - risk model was discussed. And used martingale analysis to derive the Lundberg inequality and its accurate expression of ruin probability under this model.关键词
破产概率；Lundberg不等式；鞅；风险模型Key words
ruin probability/ Lundberg inequality/martingale/ risk model分类
数理科学引用本文复制引用
宋春艳,孔繁亮..一类带干扰的双险种风险模型破产概率的鞅分析[J].哈尔滨商业大学学报（自然科学版）,2011,27(3):312-314,3.基金项目
国家自然科学基金(10771046) （10771046）
