摘要
主要研究齐次Markov’s风险模型的破产概率.利用鞅方法,在Wn与Xn=i,Xn+1=j都有关的条件下研究Markov’s更新过程风险模型破产概率,得到破产概率的一个上界.
This study focuses on the ruin probability in homogeneous Markov＇ s risk model. By means of martingale method, when Wn is related to both Xn = i and Xn ＋ 1 =j, the ruin probabili-ty of risk model in the homogeneous Markov＇ s renewal process is studied. An upper bound of the ruin probability is obtained.
出处
《西安文理学院学报（自然科学版）》
2013年第1期13-16,共4页
Journal of Xi’an University(Natural Science Edition)
基金
河南省教育厅自然科学研究计划项目(2010B630009)
