RUIN PROBLEM FOR A CLASS OF RISK PROCESSES PERTURBED BY DIFFUSION  

作　　者：SiJiandong WangZhenyu WangGuojing 

机构地区：[1]Dept.ofMath.,SuzhouUniv.Suzhou215006.China. [2]YanchengInstituteofTechnology,Yancheng221001.China.

出　　处：《Applied Mathematics(A Journal of Chinese Universities)》2002年第4期435-441,共7页高校应用数学学报（英文版）（B辑）

摘　　要：In this paper,a class of risk processes perturbed by diffusion are considered. The Lundberg inequalities for the ruin probability are obtained.The size of the Lundberg exponents for different kinds of risk model is compared. The numerical illustration for the impact of the parameters on the ruin probability is given.In this paper,a class of risk processes perturbed by diffusion are considered. The Lundberg inequalities for the ruin probability are obtained.The size of the Lundberg exponents for different kinds of risk model is compared. The numerical illustration for the impact of the parameters on the ruin probability is given.

关 键 词：risk process ruin probability Lundberg inequality Lundberg exponent Brownian motion Poisson process. 

分 类 号：O211.67[理学—概率论与数理统计]