全部 标题 作者
关键词 摘要

OALib Journal期刊
ISSN: 2333-9721
费用:99美元

查看量下载量

相关文章

更多...

On ruin probability for a generalized Cox insurance risk model with perturbation
关于带扰动广义Cox保险风险模型的破产概率

Keywords: ruin probability,upper bound,insurancc risk model,martingale method
破产概率
,上界,保险风险模型,鞅方法

Full-Text   Cite this paper   Add to My Lib

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.

Full-Text

Contact Us

service@oalib.com

QQ:3279437679

WhatsApp +8615387084133