带利息力的随机双险种风险模型  

A stochastic double type-insurance risk model with constant interest force

作　　者：戴洪帅[1] 刘再明[1] 沈亮[1] 

机构地区：[1]中南大学数学与计算技术学院,湖南长沙410075

出　　处：《高校应用数学学报（A辑）》2008年第4期389-392,共4页Applied Mathematics A Journal of Chinese Universities(Ser.A)

基　　金：国家自然科学基金(10371133)

摘　　要：由于经典风险模型及其拓展模型的局限性,因而构造了一种带利息力的随机双险种风险模型,并且获得了初始资产为u时生存概率满足的积分方程,以及初始资产为0时生存概率的表达式.There are some limitations to the classical risk model and other generalized risk models,so a stochastic double type-insurance risk model with constant interest force is constructed. The integral equation satisfying the non-ruin probability with initial reserve u and the expression of non-ruin probability with zero initial reserve are obtained.

关 键 词：利息力 生存概率 LAPLACE-STIELTJES变换 积分方程 

分 类 号：O211[理学—概率论与数理统计]