| 宋鑫,廖基定,王琳,张邦.具有投资收益的双险种双复合Poisson-Geometric风险模型的破产概率[J].南华大学学报(自然科学版),2023,(2):91~96.[SONG Xin,LIAO Jiding,WANG Lin,ZHANG Bang.The Ruin Probability of a Double-type-insurance Double Compound Poisson-Geometric Risk Model with Investment Returns[J].Journal of University of South China(Science and Technology),2023,(2):91~96.] |
| 具有投资收益的双险种双复合Poisson-Geometric风险模型的破产概率 |
| The Ruin Probability of a Double-type-insurance Double Compound Poisson-Geometric Risk Model with Investment Returns |
| 投稿时间：2022-12-13 |
| DOI：10.19431/j.cnki.1673-0062.2023.02.013 |
| 中文关键词: 双险种 复合Poisson-Geometric过程 破产概率 投资 |
| 英文关键词:double-type-insurance compound Poisson-Geometric process ruin probability investment |
| 基金项目:湖南省科技厅项目(2010SKR02) |
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| 中文摘要: |
| 本文研究了保费过程和索赔过程均为复合Poisson-Geometric过程的具有投资收益的双险种双复合Poisson-Geometric风险模型,利用概率论中的期望理论和切比雪夫不等式,得出此模型的调节系数不存在。在将干扰因素考虑进来后,得到了调节系数和破产概率的表达式。 |
| 英文摘要: |
| A double compound Poisson-Geometric risk model with investment returns has been studied, in which the premium process and claim process are both Poisson-Geometric process. Using the expectation theory in probability theory and the Chebyshev inequality, it concludes that the adjustment coefficient of this model does not exist. After taking the interference factors into account, the expressions of the adjustment coefficient and the ruin probability are obtained. |
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