Abstract：The purpose of this paper is to consider a diffusion risk model in which the premium rate is a random variable. Under the general condition, the formula of the ruin probability and the lundberg inequality are derived. Furthermore, by the concrete example, the relationship between the ruin probability, the initial capital, the premium amounts and the claim amounts is discussed.
收稿日期: 2005-03-25
引用本文:
聂高琴 刘次华 徐立霞. 随机保费率下带干扰风险模型的破产概率[J]. , 2005, 44(3): 0-0.
聂高琴 刘次华 徐立霞. Probability of ruin with variable premium rate in diffusion risk model. , 2005, 44(3): 0-0.
