| 刘冬元，廖基定，刘邵容，王治强.带干扰混合保费的多险种风险模型[J].南华大学学报(自然科学版),2013,27(4):53~55.[LIU Dong-yuan,LIAO Ji-ding,LIU Shao-rong,WANG Zhi-qiang.A Multi-Type Insurance Risk Model of Compound Premium with Interference[J].Journal of University of South China(Science and Technology),2013,27(4):53~55.] |
| 带干扰混合保费的多险种风险模型 |
| A Multi-Type Insurance Risk Model of Compound Premium with Interference |
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| DOI： |
| 中文关键词: 混合保费 多险种 破产概率 鞅 |
| 英文关键词:compound premium Multi-Type Insurance ruin probability martingale |
| 基金项目:湖南省科技厅基金资助项目（2010ZK3052）;衡阳科技局基金资助项目（2012KJ5）;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: |
| 本文将保费混合收取的单险种风险模型推广为带干扰混合保费的多险种风险模型.并得到了这种风险模型的破产概率所满足的不等式及其一般公式。 |
| 英文摘要: |
| In this thesis,we promote the One-Type Insurance risk model of premium compound income,and get a Multi-Type Insurance risk model of compound premium with interference.Then we obtain inequality and general formulas of ultimate ruin probability for this model. |
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