带干扰的变破产下限单险种风险模型  

The Single Type of Insurance Risk Model of a Variable Ruin Limit

作　　者：米力阳[1] 庞胜军[1] 胡华[1] 

机构地区：[1]宁夏大学数学计算机学院,宁夏银川750021

出　　处：《宁夏师范学院学报》2012年第6期87-89,93,共4页Journal of Ningxia Normal University

基　　金：宁夏研究生教育创新计划项目(2010)

摘　　要：对于受布朗运动干扰的变破产下限单险种风险模型,用鞅方法得到了估计其破产概率上界的不等式,并给出了在特殊情况下转化为带干扰的复合Poisson风险模型最终破产概率的具体表达式和Lundberg不等式.In this paper,for the single type of insurance risk model of a variable ruin limit perturbed by a Brown motion,the generalized inequality of the ruin probabilities is obtained by Martingale techniques.Finally,the formula and Lundberg inequality of the ruin probability for transformed into classical compound Poisson risk model in special condition is given.

关 键 词：风险模型 POISSON过程 鞅 破产概率 

分 类 号：F840.682[经济管理—保险]