带干扰的多险种风险模型  

Multiple line risk model pertured by diffusion

作　　者：沈爱婷[1] 

机构地区：[1]合肥工业大学理学院,合肥230039

出　　处：《数学理论与应用》2006年第1期21-23,共3页Mathematical Theory and Applications

摘　　要：由于保险公司风险经营规模不断扩大,用单一险种的模型来描述风险过程存在局限性,本文讨论了带干扰多险种风险模型,应用鞅论方法,得出伦德伯格不等式和最终破产概率公式。With continously expanding of the risk operation s size form insurance companies,there is a limitation to the generalized risk model.Therefore,the multiple line risk model has been constructed.By the method of martingale,we prove the Lunderg inequality and formula on the ruin probability.

关 键 词：多险种 干扰 鞅 停时 伦德伯格不等式 破产概率 

分 类 号：O211.67[理学—概率论与数理统计]