随机利率下双复合Poisson风险模型的破产概率  

Ruin Probability of Two Compound Poisson Risk Model with Random Rate

作　　者：魏飞[1] 廖基定[1] 

机构地区：[1]南华大学数理学院,湖南衡阳421001

出　　处：《南华大学学报（自然科学版）》2016年第1期52-54,共3页Journal of University of South China：Science and Technology

摘　　要：考虑随机利率因素下,将经典风险模型推广到保费收入和索赔支出相互独立的双复合Poisson风险模型,得到该风险模型的最终破产概率的精确表达式和一般不等式.In the paper, we extend the classical risk model to two compound Poisson risk model with random rate, in which the arrival of the premium incomes and the arrival of the claims are mutually independent. Then the accurate expression of the ruin probability and the inequality of the ruin probability are derived.

关 键 词：随机利率 风险模型 相互独立 破产概率 

分 类 号：O211[理学—概率论与数理统计]