摘要
提出了保费为一复合随机过程且含利率因素的特殊双险种风险模型,给出了此模型在无限时和有限时的生存概率所满足的积分微分方程。
A special double type-insurance risk model with interest and whose premium is a com- pound stochastic process is presented,the integral and differential equation of the model＇ s live probabilities for the infinite-time and finite-time are given.
出处
《江西科学》
2009年第6期823-826,854,共5页
Jiangxi Science
基金
陕西省教育厅专项科研基金项目(06JK152)
关键词
生存概率
利率
双险种
泊松过程
Live probabilities, Interest, Double type-insurance, Possion process
