%0 Journal Article
%T On ruin probability for a generalized Cox insurance risk model with perturbation<br>关于带扰动广义Cox保险风险模型的破产概率
%A ZHAN De-Sheng
%A TANG Jia-Shan
%A <br>占德胜
%A 唐加山
%J 重庆邮电大学学报(自然科学版)
%D 2007
%I 
%X A new insurance risk model was investigated, in which the insurants arrival and the claims arrival are driven by two independent generalized Cox processes. The model is also perturbed by a Brownian motion, Using the martingale method, an upper bound for the ruin probability of the model is given.
%K ruin probability
%K upper bound
%K insurancc risk model
%K martingale method<br>破产概率
%K 上界
%K 保险风险模型
%K 鞅方法
%U http://www.alljournals.cn/get_abstract_url.aspx?pcid=01BA20E8BA813E1908F3698710BBFEFEE816345F465FEBA5&cid=96E6E851B5104576C2DD9FC1FBCB69EF&jid=5C2694A2E5629ECD6B59D7B28C6937AD&aid=3FD136A9503B79301B174BACD3602D3D&yid=A732AF04DDA03BB3&vid=2A8D03AD8076A2E3&iid=B31275AF3241DB2D&sid=B75DC817262E20A8&eid=141C24EC1980F602&journal_id=1673-825X&journal_name=重庆邮电大学学报(自然科学版)&referenced_num=0&reference_num=10