稀疏过程下双Cox混合再保险风险模型的破产概率  

Ruin Probability of Double Cox Mixed Reinsurance Risk Model Under Thinning Process

作　　者：蒋兰青 

机构地区：[1]闽江师范高等专科学校,福建福州350108

出　　处：《江汉大学学报（自然科学版）》2014年第4期16-19,共4页Journal of Jianghan University：Natural Science Edition

摘　　要：研究了一类带投资和干扰的双险种再保险模型,考虑保单到达过程和理赔过程均为Cox过程,且后者是前者的一个p-稀疏过程,针对该改进模型,得到破产概率满足的上界及推广的Lundberg不等式。Researches a class of double reinsurance model with investment and interference,consid-ering the arrival of guarantee slip and satisfaction of a claim are both the Cox process,and the latter is a p-thinning process of the former. Towards the improved model,obtains the upper bound of ruin probability satisfaction and the lundberg inequality.

关 键 词：稀疏过程 COX过程 再保险 破产概率 

分 类 号：O211.6[理学—概率论与数理统计]