带干扰的复合广义齐次Poisson过程的多险种破产概率  

Ruin Probability for Multiple-insurance Risk Model with Compound Generalized Homogeneous Poisson Process by Diffusion

作　　者：张曾[1] 陈畅[1] 龙国军[1] 

机构地区：[1]中南大学数学科学与技术计算学院,长沙410075

出　　处：《数学理论与应用》2007年第2期46-48,共3页Mathematical Theory and Applications

摘　　要：将复合广义齐次poisson过程的多险种风险模型推广到带干扰的一种新模型,运用鞅方法破产概率满足的Lundberg不等式和一般公式.In this paper, we discussed multiple- insurance risk model with compound generalized homogeneous poison process by diffusion. Then we got Lundberg inequality and its common formula satisfied by bankruptcy probability by means of martingale method.

关 键 词：干扰 风险模型 鞅 停时 破产概率 

分 类 号：O212[理学—概率论与数理统计]