摘要
在经典风险模型的基础上,研究了带有干扰项的保费收取次数是一个Poisson过程的破产概率模型。讨论了赢余过程的性质,利用赢余过程的性质,给出了有关破产概率的两个结论。
On the basis of the classical risk model, we studied the bankruptcy probability model and its main contents with the interference item and a Poisson process of the premium collection number. The properties of surplus process are discussed and two conclusions related to the relevant bankruptcy probability are given by using the properties.
出处
《山东科技大学学报（自然科学版）》
CAS
2005年第1期98-100,共3页
Journal of Shandong University of Science and Technology(Natural Science)
关键词
赢余过程
POISSON过程
干扰
破产概率
surplus process
Poisson process
interference
the bankruptcy probability
