期刊论文

Study on the Ruin Probability and Integral Differential Equations of the Survival Probability for a Risk Model

中文

南华大学学报(自然科学版)

1673-0062

2015

1

84-87

10.19431/j.cnki.1673-0062.2015.01.018

(2010ZK3052):湖南省科技厅基金资助项目 (2010XQD33):南华大学基金资助项目

本校为第一机构

对保费收取为Poison过程,索赔次数为Poison-Geometric过程的带干扰风险模型进行研究,证明了调节系数的存在性,给出了风险模型破产概率的一般表达式,推导了生存概率所满足的一个积分-微分方程.

In this article,the risk model with interference which premium obeys the Poison process and number of claims obeys the Poison-Geometric process was researched,the ex-istence of the adjustment coefficient was proved,the general expression of ruin probability of the risk model was given,an integral differential equati...