| 摘要: |
| 保费收取过程为Poisson过程时,利用Poisson过程在随机选择下的不变性,讨论索赔为稀疏过程的风险模型的破产概率,并证明Lundberg不等式和破产概率的一般公式. |
| 关键词: 风险模型 稀疏过程 复合Poisson过程 鞅 调节系数 破产概率 |
| DOI： |
| 投稿时间：2004-04-26 |
| 基金项目: |
|
| The Risk Model about that Claims Is Thinning Process |
|
Luo Jianhua1, Fang Shizu2
|
| (1.Sci. Coll., Central South Forestry Univ., Zhuzhou, Hunan, 412006, China;2.Coll. of Math. & Info. Sci., Guangxi Univ., 100 Daxuelu, Nanning, Guangxi, 530004, China) |
| Abstract: |
| Based on the Poisson premium process, we utilize the property which Poisson process maintains under the ramdon selection.The ruin probability is discussed with respect to which the claims are thinning process.The Lundberg inequality and the common formula for the ruin probability are proved. |
| Key words: risk model thinning process compound Poisson process martingale adjustment coefficient ruin probability |
