一类带干扰的多险种风险模型  

ON A MULTI-TYPE INSURANCE RISK MODEL PERTURBED BY DIFFUSION

作　　者：高珊[1] 张冕[1] 

机构地区：[1]阜阳师范学院数学与计算科学学院,236032

出　　处：《经济数学》2009年第1期21-26,共6页Journal of Quantitative Economics

基　　金：安徽省高校青年教师资助计划项目(No.2008jq1116)

摘　　要：本文考虑一类带干扰的两独立险种的风险模型,其中两索赔次数过程分别为Poisson过程和Elang(2)过程.主要得出该模型的生存概率所满足的积分-微分方程和破产概率的渐近性.In this paper,we consider the risk model perturbed by diffusion with two independent classces of insurance risks.In this model the two claim number processes are Poisson process and Elang(2) process,respectively.We mainly derive the integral-differential equations satisfied by the survival probabilities under the assumed model and the asymptotic property of the ruin probabilities.

关 键 词：生存概率 破产概率 POISSON过程 Elang过程 干扰 

分 类 号：O211[理学—概率论与数理统计]