A Discrete Multiple Line Risk Model Perturbed by Diffusion

摘要：

The classical risk model is single-type based, and premium income is linear increased .In fact,insurance companies use multiple line risk and the premium income is a stochastic process. The classical risk model is generalized and multi-type risk model perturbed by diffusion is established when premium income is a compound Poisson process and get the Lundberg inequation and formula of the ruin probability by martingale method.

关键词： risk model ruin probability martingale

作者: Zheli Zhu Shaowei Zhou

作者单位: School of Information Science and Engineering, Shandong Agricultural University, Taian 271018, P. R. College of Science,SDUST,Qingdao,Shandong 266510,China

会议类型: 国际会议

会议名称: The 1st International ELID-Grinding Conference(第一届镜面磨削技术国际会议)

会议地点: 长沙

会议语种:英文

页码: 846-849

在线出版日期: 2008-06-12（万方平台首次上网日期，不代表论文的发表时间）