| 刘冬元,廖基定,蔡秋娥.带干扰保费混合收取的单险种风险模型[J].南华大学学报(自然科学版),2012,26(1):38~40.[LIU Dong-yuan,LIAO Ji-ding,CAI Qiu-e.A One-type Insurancerisk Model of Premium Compound Income with Interference[J].Journal of University of South China(Science and Technology),2012,26(1):38~40.] |
| 带干扰保费混合收取的单险种风险模型 |
| A One-type Insurancerisk Model of Premium Compound Income with Interference |
| 投稿时间：2011-11-29 |
| DOI： |
| 中文关键词: 保费混合收取 随机干扰 鞅 破产概率 |
| 英文关键词:premium income compound stochastic diffusion martingale ruin probability |
| 基金项目:湖南省科技厅基金资助项目(2010ZK3052);南华大学博士基金资助项目(2010XQD33);人文社科基金资助项目(2011XWT10) |
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| 中文摘要: |
| 将双Poisson风险模型推广为带干扰保费混合收取的单险种风险模型，并利用鞅的方法讨论了这种风险模型的破产问题. |
| 英文摘要: |
| In this thesis,we present the risk double-poisson models,and get a one-type insurance risk model of premium compound income with interference.Then we will use martingale approach to discuss the ruin problem of this risk model. |
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