【摘要】 本文对经典的风险模型进行了推广,考虑同时发生两个或两个以上的投保和索赔的情况,建立带干扰的双广义复合Poisson风险模型,运用鞅的方法,得出了破产概率满足的Lundberg不等式和一般公式。更多还原

【Abstract】 In this paper,we generalize the classical risk model and consider two or more insurance policies and claims at the same time.Then,we built the risk model with double generalized compound Poisson with disturbance.At last,Lundberg inequality and its common formula satisfied by ruin probability are given by means of martingale method.更多还原