重庆理工大学学报：自然科学2012，Vol.26Issue(6)：111-114,4.
带线性红利的非齐次复合Poisson风险模型
Non-homogeneous Compound Poisson Risk Model with Linear Dividend
摘要
Abstract
On the basis of homogeneous compound Poisson risk model with the linear dividend, we promote the claim to non-homogeneous, compound Poisson, and consider the effect of the existence of dividend barrier on the ruin probability. By applying the martingale approach, the formula of the ruin probability is obtained关键词
非齐次复合Poisson过程/线性红利/鞅/破产概率Key words
non-homogeneous compound Poisson/linear dividend/martingale/ruin probability分类
数理科学引用本文复制引用
韩孟云..带线性红利的非齐次复合Poisson风险模型[J].重庆理工大学学报：自然科学,2012,26(6):111-114,4.基金项目
中国水利水电科学研究院基金资助项目 （）
