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Abstract:
讨论一类保险费收取次数为泊松过程且带干扰,索赔额分别服从Poisson分布和负二项分布的风险模型,运用鞅方法和盈余过程的性质得到了破产概率的一般公式及Lundberg不等式.
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福州大学学报(自然科学版)
ISSN: 1000-2243
CN: 35-1337/N
Year: 2012
Issue: 4
Volume: 40
Page: 449-452
Cited Count:
SCOPUS Cited Count:
ESI Highly Cited Papers on the List: 0 Unfold All
WanFang Cited Count: -1
Chinese Cited Count:
30 Days PV: 1
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