带干扰时间盈余风险模型的破产概率
The ruin probability for a time surplus riskmodel that is perturbed by diffusion
云南民族大学学报:自然科学版,2015,24(5):403-406

夏梓祥 XZX

摘要


研究了理赔量受到Wiener过程的干扰,而理赔额达到s时所需要的时间为复合Poisson过程的时间盈余风险过程,建立了带干扰的时间盈余风险模型,并推导出该模型下的调节系数、破产概率上界以及破产概率等精算量. The paper studies the time surplus processthat is perturbed by Wienerprocess,and the time which the claim amount reaches S subject to compound Poisson process,and establishes a timesurplus risk model with interference,andcalculates the adjustment coefficient, the ruin probability and its upper bound for the model.

参考



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