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| 1 | A Large Deviation Principle for the Risk Process with Varying Premium显示文摘Letu∈R ,for any ε>0,the processes X ε = { X ε(t ); 0 ≤ t≤ 1}are governed by the following random evolution equations d X ε ( t ) = b ( X ε ( t ),ν ( t ))dt-εd St/ε,where S = {S t ; 0≤ t ≤1 } is a compound Poisson process,the process ν = {ν (t ); 0 ≤ t≤1 } is independent of S and takes values in R m.We derive the large deviation principle for{( X ε ,ν (·) );ε>0}when ε↓ 0 by ap-proximation method and contraction principle,which will be meaningful for us to find out the path property for the risk process of this type. | HE Xiaoxia MING Ruixing HU Yijun | 2007 | Wuhan University Journal of Natural Sciences2007，12，3： | 0 |
| 2 | 马氏链环境中带随机收入的复合二项风险模型显示文摘本文考虑精算模型受环境过程Θ,保费收入计数过程η,索赔计数过程I,索赔额过程B影响,建立马氏链环境中带随机收入的复合二项风险模型,简称MRICM,给出其特征五元组;证明了存在概率空间(Ω,F,P),及定义在其上的MRICM(Θ,η,I,B),它的特征五元组与给定的重合,并得出有限时间和无限时间条件破产概率的递推方程. | 肖临 | 2022 | 数学学报(中文版)2022，65，6： | 0 |
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