福州大学学报（自然科学版）2012，Vol.40Issue(4)：449-452,4.
一类双险种风险模型的破产概率研究
The study of ruin probability for a double-type-insurance risk model
陈凤丽 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
A kind of risk model is discussed, which is perturbed by interference when the number of premium income is a Poisson process and the claims are confined to Poisson process and negative binomial process. By the martingale approach and properties of surplus process, the formula and the Lund-berg inequality of the ruin probability are obtained.关键词
风险模型/破产概率/Poisson过程/鞅Key words
risk model/ ruin probability/ Poisson process/ martingale分类
数理科学引用本文复制引用
陈凤丽,施齐焉..一类双险种风险模型的破产概率研究[J].福州大学学报（自然科学版）,2012,40(4):449-452,4.
