江汉大学学报（自然科学版）Issue(4)：16-19,4.
稀疏过程下双Cox混合再保险风险模型的破产概率
Ruin Probability of Double Cox Mixed Reinsurance Risk Model Under Thinning Process
蒋兰青1
作者信息
- 1. 闽江师范高等专科学校，福建 福州 350108
- 折叠
摘要
Abstract
Researches a class of double reinsurance model with investment and interference,consid-ering the arrival of guarantee slip and satisfaction of a claim are both the Cox process,and the latter is a p-thinning process of the former. Towards the improved model,obtains the upper bound of ruin probability satisfaction and the lundberg inequality.关键词
稀疏过程/Cox过程/再保险/破产概率Key words
thinning process/Cox process/reinsurance/ruin probability分类
数理科学引用本文复制引用
蒋兰青..稀疏过程下双Cox混合再保险风险模型的破产概率[J].江汉大学学报（自然科学版）,2014,(4):16-19,4.
