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| 线性红利界下带干扰风险模型的破产概率 | |
| 引用本文： | 钟朝艳.线性红利界下带干扰风险模型的破产概率[J].湖南农业大学学报(自然科学版),2011(1):85-88. |
| 作者姓名： | 钟朝艳 |
| 作者单位： | (曲靖师范学院 数学与信息科学学院，云南 曲靖655011) |
| 摘 要： | 考虑到保险公司在实际经营中收益所具有的不确定性和分红策略，建立一类具有线性红利界和带随机扰动的双复合Poisson风险模型，利用鞅方法给出模型关于破产概率的一个定理及上界． |
| 关 键 词： | 线性红利界 干扰 双复合Poisson风险模型 破产概率 |
Ruin Probability in the Risk Model with Perturbance under a Linear Dividend Barrier |
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| Institution: | (School of Mathematics and Information Sciences,Qujing Normal University,Qujing,Yunnan566011,China) |
| Abstract: | Takeing into account the actual operating of an insurance company with random income and the dividends strategy, a double compound poisson processes risk model with perturbancl under a linear dividend barrier was established. By using martingale ,the formula and the upper bound of ruin probability in this new model were obtained. |
| Keywords: | linear dividend barrier perturbance the risk model with double compound poisson processes ruin probability |
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