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author:

钱晓涛 (钱晓涛.) [1]

Indexed by:

CQVIP PKU CSCD

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.

Keyword:

Poisson-Geometric过程 多险种 破产概率 调节系数 风险模型

Community:

  • [ 1 ] [钱晓涛]福州大学

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  • 钱晓涛

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Source :

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:

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: 0

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