期刊论文

中文

南华大学学报(自然科学版)

1673-0062

2016

30

1

52-54

10.3969/j.issn.1673-0062.2016.01.011

本校为第一机构

考虑随机利率因素下,将经典风险模型推广到保费收入和索赔支出相互独立的双复合Poisson风险模型,得到该风险模型的最终破产概率的精确表达式和一般不等式.

In the paper, we extend the classical risk model to two compound Poisson risk model with random rate, in which the arrival of the premium incomes and the arrival of the claims are mutually independent. Then the accurate expression of the ruin probability and the inequal...