投资和干扰下的Erlang(2)模型的破产概率Ruin Probability for Erlang(2) Risk Model with Investment and Interference
郭东林
摘要(Abstract)：
讨论了投资和干扰下的Erlang(2)风险模型的破产概率.首先得到该模型的盈余过程具有平稳独立增量性;其次,利用鞅方法获得了该模型破产概率的显式表达式以及它的一个上界估计.
关键词(KeyWords)： Erlang(2)风险模型;投资;破产概率
基金项目(Foundation): 河南省自然科学基金资助项目(2010A110015)
作者(Author): 郭东林
DOI: 10.16393/j.cnki.37-1436/z.2010.05.036
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