带干扰的索赔次数为复合Poisson-Geometric过程的负风险和模型  

A NEGTIVE RISK SUM MODEL PERTURBERED BY DIFFUSION WITH COMPOUND POISSON-GEOMETRIC PROCESS

作　　者：熊双平[1] 

机构地区：[1]上海师范大学数理信息学院,上海201418

出　　处：《经济数学》2007年第1期37-41,共5页Journal of Quantitative Economics

摘　　要：引进带干扰的索赔次数为复合Poisson-Geometric过程的负风险和模型,给出该模型的破产概率所满足的积分-微分方程及解析式.The paper considers a negative risk stun model pertuibed by diffusion with Compound Poisson- Geometric Process. The in tegro- differential equation and the explicit expression for the rttin probability are derived.

关 键 词：Poisson—Geometric过程 负风险和 破产概率 积分-微分方程 

分 类 号：O212[理学—概率论与数理统计] F840[理学—数学]