|
| 一类具有投资和干扰的Poisson-Geometric风险模型 |
| The Compound Poisson-Geometric Risk Model with Perturbed and Investment Interest Rates |
| |
| DOI： |
| 中文关键词: 复合Poisson-Geometric过程 破产概率 鞅 风险模型 |
| 英文关键词: Compound Poisson-Geometric Process Ruin probability Martingale risk model |
| 基金项目: |
|
| 摘要点击次数: 7748 |
| 全文下载次数: 6019 |
| 中文摘要: |
| 讨论常利率下索赔次数为复合Poisson-Geometric过程和保费是随机收取的风险模型,利用鞅方法获得破产概率的精确表达式,进一步得到破产概率所满足的林德伯格不等式. |
| 英文摘要: |
| In this paper,we consider the Compound Poisson-Geometric risk model under a Constant Interest Rates which the policy premiums are random sequences. We derive the Lundberg inequality and its accurate expression of ruin probability by using martingale analysis. |
|
查看全文
查看/发表评论 下载PDF阅读器 |
| 关闭 |