| 廖基定,邹静妮.一类风险模型的破产概率及生存概率的积分—微分方程研究[J].南华大学学报(自然科学版),2015,29(1):84~87.[LIAO Ji-ding,ZHOU Jing-ni.Study on the Ruin Probability and Integral Differential Equations of the Survival Probability for a Risk Model[J].Journal of University of South China(Science and Technology),2015,29(1):84~87.] |
| 一类风险模型的破产概率及生存概率的积分—微分方程研究 |
| Study on the Ruin Probability and Integral Differential Equations of the Survival Probability for a Risk Model |
| 投稿时间：2014-11-27 |
| DOI： |
| 中文关键词: 破产概率 复合Poisson-Geometric过程 调节系数 积分微分方程 |
| 英文关键词:ruin probability compound Poisson-Geometric process adjusting coefficient integral differential equation |
| 基金项目:湖南省科技厅基金资助项目(2010ZK3052);南华大学基金资助项目(2010XQD33) |
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| 中文摘要: |
| 对保费收取为Poison过程,索赔次数为Poison-Geometric过程的带干扰风险模型进行研究,证明了调节系数的存在性,给出了风险模型破产概率的一般表达式,推导了生存概率所满足的一个积分-微分方程. |
| 英文摘要: |
| In this article,the risk model with interference which premium obeys the Poison process and number of claims obeys the Poison-Geometric process was researched,the existence of the adjustment coefficient was proved,the general expression of ruin probability of the risk model was given,an integral differential equation of survival probability was deduced. |
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