摘要:考虑带干扰的双复合Poisson风险模型的破产概率,运用鞅方法得出破产概率满足的Lundberg不等式和一般公式,并给出当理赔额与收取的保费均服从指数分布时破产概率的具体表达式.
何树红, 赵金娥, 马丽娟. 带干扰的双复合Poisson风险模型的破产概率[J]. journal6, 2005, 26(3): 43-45.
HE Shu-Hong, ZHAO Jin-E, MA Li-Juan. Ruin Probability in Risk Model with Double Compound Poisson Processes by Diffusion[J]. journal6, 2005, 26(3): 43-45.