南开大学学报(自然科学版) ›› 2024 ›› Issue (2): 114-.

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马尔可夫环境下Cox风险模型的破产概率

  

  • 出版日期:2024-04-20 发布日期:2024-05-01

  • Online:2024-04-20 Published:2024-05-01

摘要:

A more general model is considered which has a variable premium rate and is disturbed by diusion in a Markovian environment. The probability of ruin is investigated and its sharp upper bounds in general and two special cases are obtained by means of some techniques used by Grandell. An example is given at the end.

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