带线性红利和干扰的双复合Poisson风险模型  

Two-Compound Poisson Risk Model of a Linear Dividend Barrier and Interference Item

作　　者：赵金娥[1] 何树红[2] 王贵红 

机构地区：[1]红河学院数学学院,云南蒙自661100 [2]云南大学数学与统计学院,云南昆明650091 [3]玉溪农业职业技术学院计科系,云南玉溪653106

出　　处：《云南民族大学学报（自然科学版）》2010年第1期24-27,共4页Journal of Yunnan Minzu University:Natural Sciences Edition

基　　金：云南省教育厅科学研究基金(07Y10102);红河学院博士;硕士科研启动项目(XSS06008)

摘　　要：在经典模型的基础上,研究了存在红利界限和带随机干扰的保费收取过程为复合Poisson过程的风险模型.运用鞅方法得出了破产概率满足的Lundberg不等式和一般公式,并给出了生存概率满足的积分-微分方程.On the basis of the classical risk model, the research studies a new risk model which is perturbed by diffusion in the presence of a linear dividend barrier and the arrival of insurance policies as a compound Poisson process. By applying the martingale approach, the Lundberg inequality and the formula of the ruin probability are obtained. Meanwhile, the integral - differential equation of the survival probability is obtained.

关 键 词：线性红利 干扰 破产概率 积分-微分方程 

分 类 号：O211.67[理学—概率论与数理统计]