摘要
讨论了一类具有线性红利边界且理赔计数相依的风险模型,并对模型进行分析讨论并得出此风险模型的破产概率一般表达式和上界,给出此模型生存概率满足的积分-微分方程.
This paper discusses a risk model with count-correlated claims and a line dividend barrier.Then by applying the risk model,the formula of the ruin probability is obtained and the survival probability satisfied a integral-differential equation.
出处
《宁德师范学院学报（自然科学版）》
2011年第4期337-340,共4页
Journal of Ningde Normal University(Natural Science)
关键词
红利边界
鞅
破产概率
理赔计数相依
dividend barrier
martingale
ruin probability
count-correlated claims
