常利率环境下带干扰风险模型的破产估计
Ruin Estimates of Diffusion Models under Constant Interest Rate
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摘要: 本文中,我们研究具有固定收益率或利率的带干扰的复合泊瓦松风险模型的破产概率,给出破产概率估计,及上下界.Abstract: In this paper, we discuss infinite time ruin probabilities of a compound Poisson process that is petered by diffusion under constant interest force, give equation for ruin probability as well as approximation and upper, lower bounds.