摘要
对保费收取为Poison过程,索赔次数为Poison-Geometric过程的带干扰风险模型进行研究,证明了调节系数的存在性,给出了风险模型破产概率的一般表达式,推导了生存概率所满足的一个积分-微分方程.
In this article,the risk model with interference which premium obeys the Poison process and number of claims obeys the Poison-Geometric process was researched,the existence of the adjustment coefficient was proved,the general expression of ruin probability of the risk model was given,an integral differential equation of survival probability was deduced.
出处
《南华大学学报（自然科学版）》
2015年第1期84-87,共4页
Journal of University of South China：Science and Technology
基金
湖南省科技厅基金资助项目(2010ZK3052)
南华大学基金资助项目(2010XQD33)
