【摘要】 本文考虑了常利力下带干扰的双复合Poisson风险过程,借助微分和伊藤公式,分别获得了无限时和有限时生存概率的积分微分方程.当保费服从指数分布时,得到了无限时生存概率的微分方程.更多还原

【Abstract】 In this paper, we consider the perturbed double compound Poisson risk process under constant interest force. Exponential type upper bounds are obtained for the ultimate ruin probability of this risk model by the way of martingale. For infinite time and finite time survival probabilities, we obtain the respective integro-differential equations. When the premiums are exponentially distributed, some differential equations are derived for infinite time survival probability.更多还原