广义双Poisson风险模型下破产概率的若干结果  

Some Results of Ruin Probabilities in Generalized Compound Poisson Risk Model

作　　者：张未未[1] 

机构地区：[1]惠州学院数学系,广东惠州516007

出　　处：《惠州学院学报》2009年第3期22-26,共5页Journal of Huizhou University

摘　　要：进一步将双Poisson风险模型推广到了广义双Poisson风险模型,然后对此新模型利用鞅方法研究了破产概率满足的Lundberg不等式和一般公式。Generalize the generalized double Poisson process to the new model where the two claim processes are the macro double generalized Poisson process in this paper. The Lundberg inequality and the common formula of the ruin probabilities are gotten in terms of some techniques from martingale theory.

关 键 词：广义复合Poisson过程 鞅 破产概率 

分 类 号：F225.9[经济管理—国民经济]