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摘要
The classical risk model is single-type based, and premium income is linear increased. In fact, insurance companies use multiple line risk and the premium income is a stochastic process. The elastical risk model is generalized and multi-type risk model perturbed by diffusion is established when premium income is a compound Poisson process and get the Lundberg inequation and formula of the ruin probability by martingale method.
- 出版日期2008
- 单位山东农业大学
