Ruin probability in a kind of dual risk model with a threshold

机译：一类具有阈值的双重风险模型的破产概率

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This paper considers the ruin probability of a kind of dual risk model with a threshold. We assume that the expenses with a constant rate c ,and the aggregate positive gains is a compound process. Besides, the gain size depends on the inter-arrival time. The integro-differential equations satisfied by the ruin probability are derived. The adjustment coefficient and Lundberg's inequality can be gotten by similar argument as in the case of the classical model. Ruin probability with some special income size distribution is discussed.

机译：本文考虑了一种带阈值的双重风险模型的破产概率。我们假设费用为常数c且总的正收益为一个复合过程。此外，增益大小取决于到达间隔时间。推导了破产概率满足的积分微分方程。调整系数和伦德伯格不等式可以通过与经典模型类似的论点得出。讨论了具有特定收入规模分布的破产概率。

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《2010 International Conference on Apperceiving Computing and Intelligence Analysis》|2010年|p.93-96|共4页
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中图分类理论、方法;
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exponential positive gain distribution; integral-differential equations; ruin probability; threshold dual risk model;

机译：指数正增益分布;积分-微分方程;破产概率;阈值双重风险模型;

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4. Ruin probability in a kind of dual risk model with a threshold [C] . {missing} International Conference on Apperceiving Computing and Intelligence Analysis . 2010

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Ruin probability in a kind of dual risk model with a threshold

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