中山大学学报（自然科学版）Issue(4)：72-74,3.DOI:10.13471/j.cnki.acta.snus.2015.04.013
稀疏过程下退保相依多险种风险模型的破产概率
Ruin Probability of Surrender Dependent Multi-Type Risk Model in Sparse Process
摘要
Abstract
With the diversity of insurance business,the process of risk model by describing with single risk has limitation.So multi-type insurance risk model is particularly necessary.Considering the possibil-ity of premium randomness and surrender risk,a multi-type random risk model is established with the times of premium and claim being Poisson processes,and the surrender being a random q-sparse process of the premium process.By analyzing the properties of the surplus process,it is obtained the expression of ultimate ruin probability and the Lundberg inequality for ruin probability upper bound.关键词
多险种/退保/Poisson 过程/稀疏过程/破产概率Key words
multi-type insurance/surrender/Poisson process/sparse process/ruin probability分类
数学引用本文复制引用
魏静,葛世刚,刘海生..稀疏过程下退保相依多险种风险模型的破产概率[J].中山大学学报（自然科学版）,2015,(4):72-74,3.基金项目
河北省高等学校科学研究计划资助项目（Z2014032）；华北科技学院重点学科资助基金资助项目（HKXJZD201402）；中央高校基本科研业务费资助项目 （）
