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Abstract:
研究一种带干扰的新模型,为使得该模型更符合实际要求,建立了让保单到达过程和理赔到达过程都是复合Poisson-Geometric过程,且保费收入为独立同分布的随机变量.应用鞅方法得到了该模型满足的Lurid-berg不等式和破产概率的表达式.
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福州大学学报(自然科学版)
ISSN: 1000-2243
CN: 35-1337/N
Year: 2010
Issue: 1
Volume: 38
Page: 11-13
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: 0
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