常利率下保费随马氏环境变化的风险模型的破产概率  

Probability of Ruin with Variable Premium Rate in a Markovian Environment with Constant Interest Force

作　　者：郭淑妹[1] 林涛[2] 

机构地区：[1]解放军信息工程大学理学院,河南郑州450001 [2]厦门大学数学科学学院,福建厦门361001

出　　处：《数学研究》2008年第2期175-180,共6页Journal of Mathematical Study

摘　　要：破产概率受保费变化影响,保费随着准备金变化,在本文中考虑带有利率的风险模型,其索赔发生是Cox过程.The probability of ruin is investigated under the influence of a premium rate which varies with the level of flee reserves. In the considered risk model, the cocurrence of claims is described by the Cox process.

关 键 词：破产概率 变化保费 LAPLACE变换 COX过程 

分 类 号：F840[经济管理—保险] F224