一类带干扰风险过程的破产概率的估计
O1; In this paper,a class of risk processes perturbed by diffusion are considered. The Lundberg inequalities for the ruin probability are obtained.The size of the Lundberg exponents for different kinds of risk model is compared. The numerical illustration for the impact of the parameters on the ruin...
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| Veröffentlicht in: | 高校应用数学学报B辑 2002, Vol.17 (4), p.435-441 |
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| Hauptverfasser: | , , |
| Format: | Artikel |
| Sprache: | chi |
| Online-Zugang: | Volltext |
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| Zusammenfassung: | O1; In this paper,a class of risk processes perturbed by diffusion are considered. The Lundberg inequalities for the ruin probability are obtained.The size of the Lundberg exponents for different kinds of risk model is compared. The numerical illustration for the impact of the parameters on the ruin probability is given. |
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| ISSN: | 1005-1031 |