含4个类的负风险和过程的破产概率与数字特征  

Ruin probability and digital character on a negative risk sum process including 4 types

作　　者：张晓勤[1] 

机构地区：[1]青海大学财经学院,青海西宁810016

出　　处：《青海大学学报（自然科学版）》2009年第4期45-48,共4页Journal of Qinghai University(Natural Science)

摘　　要：讨论了含4个类的负风险和随机过程,在相关与独立两种情况下给出了数学期望、方差和协方差及破产概率的一些性质。The random process of a negative risk sum including 4 types is discussed in this paper and some properies on variance, covarianee, ruin probability and math expectation are given out too under two couditious, correlated and independent.

关 键 词：负风险和 破产概率 数字特征 复合POISSON过程 

分 类 号：O213.2[理学—概率论与数理统计]