常利率下基于进入过程二维风险模型的破产概率  

The ruin probability of a bidimensional risk model based on entrance processes with constant interest rate

作　　者：肖鸿民 解淋 杨晓丹 

机构地区：[1]西北师范大学数学与统计学院,甘肃兰州730070

出　　处：《西北师范大学学报（自然科学版）》2017年第6期16-21,共6页Journal of Northwest Normal University(Natural Science)

基　　金：国家自然科学基金资助项目(71261023)

摘　　要：考虑保险公司有两种业务,并将盈余进行投资,建立基于进入过程的二维风险模型.假设两种业务的索赔额之间满足FGM分布,在更新过程和S族情况下得到了该模型破产概率的渐近表达式.The risk model on insurance company with two businesses is discussed surplus of company is invested once again. Based on entrance processes, a bidimensional risk model isestablished. Assume that claims of two kinds of business satisfy FGM distribution, under the conditions of the renewal process and subexponential class, the asymptotic estimate of ruin probability is obtained.

关 键 词：二维模型 利息 族 破产概率 

分 类 号：O157.5[理学—数学]