退保因素下带有干扰和随机投资收益的风险模型  

RUIN PROBABILITY WITH DISTURBANCE AND RISK MODELS WITH DISTURBANCE AND RANDOM INVESTMENT RETURNS

作　　者：覃利华 黄鸿君 QIN Li-hua;HUANG Hong-jun(College of Mathematics and Computer Science,Guangxi Normal University for Nationlities,Chongguo,Guangxi 532200,China;College of Education Science,Guangxi Normal University for Nationlities,Chongguo,Guangxi 532200,China)

机构地区：[1]广西民族师范学院数学与计算机科学学院,广西崇左532200 [2]广西民族师范学院教育科学学院,广西崇左532200

出　　处：《井冈山大学学报（自然科学版）》2020年第3期9-12,共4页Journal of Jinggangshan University (Natural Science)

基　　金：广西民族师范学院科研经费项目(2019YB020).

摘　　要：讨论了一种含有退保因素下带有带有干扰和随机投资收益的复合二项风险模型,得到该模型盈利过程的平稳独立增量性和盈余过程的相关数字特征,并对保险公司的破产概率进行计算,得到最终破产概率的表达式和破产上界的Lundberg不等式。Inthis paper,a compound binomial risk model with diffusion and random investment returns under refunding process is discussed.The stable independent incrementality of the profit process and the relevant digital characteristics of the surplus process are obtained.The probability is calculated,and the expression of the final ruin probability and the Lundberg inequality are obtained.

关 键 词：退保 随机投资收益率 风险模型 破产概率 LUNDBERG不等式 

分 类 号：O211.6[理学—概率论与数理统计]