一类推广的基于进入过程的多险种风险模型  

A generalized multi-risk model based on the entrance processes

作　　者：钱晓涛 

机构地区：[1]福建农林大学金山学院信息与机电工程系,福建福州350002

出　　处：《延边大学学报（自然科学版）》2012年第2期112-114,共3页Journal of Yanbian University（Natural Science Edition）

摘　　要：对索赔到达过程为Poisson过程的单险种风险模型进行推广,讨论了带干扰的基于进入过程且索赔到达过程是复合Poisson-Geometric过程的多险种风险模型,并应用鞅方法得到了该模型满足的Lundberg不等式和破产概率的表达式.A risk model which the compensation arrives to the Poisson process is generalized. We consider the multi-risk model based on the entrance processes and perturbed by diffusion, that is, the arrival of policies is compound Poisson-Geometric processes. Applying the martingale theory, we get the Lundberg inequality and the explicit expression for the ruin probability.

关 键 词：进入过程 破产概率 鞅 复合POISSON-GEOMETRIC过程 

分 类 号：O211.6[理学—概率论与数理统计]