带投资和干扰的复合二项风险模型  

A Compound Binomial Risk Model with Investment and Interference

作　　者：祝红玲[1] 

机构地区：[1]滁州学院数学系,安徽滁州239000

出　　处：《滁州学院学报》2009年第6期101-102,110,共3页Journal of Chuzhou University

基　　金：滁州学院自然科学基金(2007ky049)

摘　　要：本文将投资和随机干扰因素的影响引入到复合二项风险模型中.在有关假设的基础上,对该新模型的性质进行分析,得到了最终破产概率的一般表达式和一个上界估计.With the influence of investment and random interference brought to compound binomial risk model, a new risk model is proposed. According to some hypotheses, the characteristics of the new model are analyzed. The general expression and upper estimate of the ultimate ruin probability are obtained.

关 键 词：投资 复合二项风险模型 最终破产概率 

分 类 号：O211.4[理学—概率论与数理统计]