福州大学学报（自然科学版）2012，Vol.40Issue(1)：26-30,5.DOI:35-1117/N.20120112.1143.021
带投资和干扰的相依多险种风险模型的破产概率
The ruin probability of a multiple-type risk model with dependent by investment and interference
蒋兰青 1施齐焉1
作者信息
- 1. 福州大学数学与计算机科学学院,福建福州350108
- 折叠
摘要
Abstract
We consider a new model with investment and interference, where the arrival of term policies is generalized Poisson process, and the two types of claim processes follow a p - thinning process and a q - thinning process respectively. In view of the limitation of describing the risk process with a single insurance, we extend it to a multiple - type risk model, and get the Lundberg inequality and the formula of ruin probability.关键词
广义齐次Poisson过程/多险种/干扰/稀疏过程/破产概率Key words
generalized Poisson process/ multiple - type insurance/ interference/ thinning process/ ruin probability分类
数理科学引用本文复制引用
蒋兰青,施齐焉..带投资和干扰的相依多险种风险模型的破产概率[J].福州大学学报（自然科学版）,2012,40(1):26-30,5.
