| 带干扰的多险种破产模型的研究 |
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| 引用本文： | 周巧.带干扰的多险种破产模型的研究[J].常熟理工学院学报,2011,25(2):28-31. |
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| 作者姓名： | 周巧 |
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| 作者单位： | 盐程生物工程高等学校; |
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| 摘 要： | 对带随机干扰因素的多类索赔模型的破产问题进行了研究,得出轻尾随机变量的风险和过程Lundberg指数,应用鞅论方法,获得了多险种的破产概率公式.
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| 关 键 词： | Poisson过程 干扰 停时 鞅 破产概率 调节系数 |
The Researches of Multiple Line Risk Model Perturbed by Diffusion |
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| ZHOU Qiao.The Researches of Multiple Line Risk Model Perturbed by Diffusion[J].Journal of Changshu Institute of Technology,2011,25(2):28-31. |
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| Authors: | ZHOU Qiao |
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| Institution: | ZHOU Qiao(Yancheng Higher Vocational School of Biological Engineering,Yancheng 224051,China) |
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| Abstract: | In this paper,we conduct a research on the ruin problem of.the multiple-claim model with random disturbance factors and we get the risk and process of light-tailed random variables,Lundberg exponential,applied martingale methods and the formula on the ruin probability as well. |
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| Keywords: | Poisson process diffusion stopping time martingale ruin probability coefficient |
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