西北师范大学学报（自然科学版）2017，Vol.53Issue(6)：16-21,6.DOI:10.16783/j.cnki.nwnuz.2017.06.004
常利率下基于进入过程二维风险模型的破产概率
The ruin probability of a bidimensional risk model based on entrance processes with constant interest rate
摘要
Abstract
The risk model on insurance company with two businesses is discussed in this paper,where the surplus of company is invested once again.Based on entrance processes,a bidimensional risk model is established.Assume that claims of two kinds of business satisfy FGM distribution,under the conditions of the renewal process and subexponential class,the asymptotic estimate of ruin probability is obtained.关键词
二维模型/利息力/(φ)族/破产概率Key words
bidimensional model/interest force/(φ)class/ruin probability分类
数理科学引用本文复制引用
肖鸿民,解淋,杨晓丹..常利率下基于进入过程二维风险模型的破产概率[J].西北师范大学学报（自然科学版）,2017,53(6):16-21,6.基金项目
国家自然科学基金资助项目(71261023) （71261023）
