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author:

蒋兰青 (蒋兰青.) [1] | 施齐焉 (施齐焉.) [2]

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CQVIP PKU CSCD

Abstract:

研究一类带投资和干扰的新模型,其中保单到达过程为广义齐次Poisson过程,而两类索赔到达过程分别为保单达到过程的p-稀疏过程和q-稀疏过程.考虑到单一险种在描述风险过程中存在的局限性,将模型推广到多险种的情形,得到破产概率满足的Lundberg不等式和一般公式.

Keyword:

多险种 干扰 广义齐次Poisson过程 破产概率 稀疏过程

Community:

  • [ 1 ] [蒋兰青]福州大学
  • [ 2 ] [施齐焉]福州大学

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Source :

福州大学学报(自然科学版)

ISSN: 1000-2243

CN: 35-1337/N

Year: 2012

Issue: 1

Volume: 40

Page: 26-30

Cited Count:

WoS CC 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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