南华大学学报:自然科学版2012,Vol.26Issue(1):38-40,3.
带干扰保费混合收取的单险种风险模型
A One-type Insurancerisk Model of Premium Compound Income with Interference
摘要
Abstract
In this thesis,we present the risk double-poisson models,and get a one-type insurance risk model of premium compound income with interference. Then we will use martingale approach to discuss the ruin problem of this risk model.关键词
保费混合收取/随机干扰/鞅/破产概率Key words
premium income compound/stochastic diffusion/martingale/ruin probability分类
数学引用本文复制引用
刘冬元,廖基定,蔡秋娥..带干扰保费混合收取的单险种风险模型[J].南华大学学报:自然科学版,2012,26(1):38-40,3.基金项目
湖南省科技厅基金资助项目 ()
南华大学博士基金资助项目 ()
人文社科基金资助项目 ()