| 带投资和干扰的复合二项风险模型 |
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| 引用本文： | 祝红玲.带投资和干扰的复合二项风险模型[J].滁州学院学报,2009,11(6):101-102,110. |
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| 作者姓名： | 祝红玲 |
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| 作者单位： | 滁州学院,数学系,安徽,滁州,239000 |
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| 基金项目： | 滁州学院自然科学基金 |
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| 摘 要： | 本文将投资和随机干扰因素的影响引入到复合二项风险模型中.在有关假设的基础上,对该新模型的性质进行分析,得到了最终破产概率的一般表达式和一个上界估计.
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| 关 键 词： | 投资 复合二项风险模型 最终破产概率 |
A Compound Binomial Risk Model with Investment and Interference |
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| ZHU Hongling.A Compound Binomial Risk Model with Investment and Interference[J].Journal of Chuzhou University,2009,11(6):101-102,110. |
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| Authors: | ZHU Hongling |
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| Institution: | ZHU Hongling(Department of Mathematics,Chuzhou University,Chuzhou 239000,China) |
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| Abstract: | With the influence of investment and random interference brought to compound binomial risk model,a new risk model is proposed.According to some hypotheses,the characteristics of the new model are analyzed.The general expression and upper estimate of the ultimate ruin probability are obtained. |
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| Keywords: | investment compound binomial risk model ultimate ruin probability |
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