| 索赔为稀疏过程的二维风险模型的破产概率 |
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| 引用本文： | 林清华. 索赔为稀疏过程的二维风险模型的破产概率[J]. 厦门水产学院学报, 2011, 0(6): 467-470 |
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| 作者姓名： | 林清华 |
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| 作者单位： | 福州教育学院,福建福州350001 |
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| 摘 要： | 研究了二维风险模型,其中保单到达是复合Poisson-Geometric过程,且索赔发生是保单到达过程的q-稀疏过程.对二维模型定义了3种不同的破产概率,并运用一维风险模型的相关理论得到了3种破产概率的明确表达式或者上界.
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| 关 键 词： | Poisson-Geometric过程 破产概率 鞅 调节系数 |
Ruin Probability in Two-dimensional Risk Model for Claims as a Thinning Process |
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| LIN Qing-hua. Ruin Probability in Two-dimensional Risk Model for Claims as a Thinning Process[J]. , 2011, 0(6): 467-470 |
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| Authors: | LIN Qing-hua |
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| Affiliation: | LIN Qing-hua(Fuzhou Institute of Education,Fuzhou 350001,China) |
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| Abstract: | A two-dimensional risk model was considered,where the arrival of policies was compound Poisson-Geometric process and the arrival of the claims followed a q-thinning process of the arrival of policies.The three kinds of ruin probabilities were defined,and by using the results of one-dimensional risk model,the explicit ruin probabilities or the upper bounds were obtained. |
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| Keywords: | compound Poisson-Geometric process ruin probability martingale adjustment coefficient |
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