摘要
本文中,我们研究具有固定收益率或利率的带干扰的复合泊瓦松风险模型的破产概率,给出破产概率估计,及上下界.
In this paper, we discuss infinite time ruin probabilities of a compound Poisson process that is petered by diffusion under constant interest force, give equation for ruin probability as well as approximation and upper, lower bounds.
出处
《应用概率统计》
CSCD
北大核心
2003年第1期79-84,共6页
Chinese Journal of Applied Probability and Statistics
基金
国家自然科学基金资助19971047.
