| 魏飞,廖基定.随机利率下双复合Poisson风险模型的破产概率[J].南华大学学报(自然科学版),2016,30(1):52~54.[WEI Fei,LIAO Ji-ding.Ruin Probability of Two Compound Poisson RiskModel with Random Rate[J].Journal of University of South China(Science and Technology),2016,30(1):52~54.] |
| 随机利率下双复合Poisson风险模型的破产概率 |
| Ruin Probability of Two Compound Poisson RiskModel with Random Rate |
| 投稿时间：2015-05-13 |
| DOI： |
| 中文关键词: 随机利率 风险模型 相互独立 破产概率 |
| 英文关键词:random rate risk model mutual independence ruin probability |
| 基金项目: |
|
| 摘要点击次数: 589 |
| 全文下载次数: 354 |
| 中文摘要: |
| 考虑随机利率因素下,将经典风险模型推广到保费收入和索赔支出相互独立的双复合Poisson风险模型,得到该风险模型的最终破产概率的精确表达式和一般不等式. |
| 英文摘要: |
| In the paper,we extend the classical risk model to two compound Poisson risk model with random rate,in which the arrival of the premium incomes and the arrival of the claims are mutually independent.Then the accurate expression of the ruin probability and the inequality of the ruin probability are derived. |
| 查看全文 查看/发表评论 下载PDF阅读器 |
| 关闭 |