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重庆邮电大学学报(自然科学版) 2007
On ruin probability for a generalized Cox insurance risk model with perturbation
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Abstract:
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.