带干扰的广义双泊松双险种风险模型

摘要

The classical risk model deals with the risk processes of a single insurance. This article studies a double risk model with the interference item in which the arrival of insurance policies is a process of Poisson. Employing the method of Martingale, it can be achieved that the ruin probability meets with the Lundberg inequality and the Feller formula of the survival probability is given%经典风险模型描述的是一单险种的风险过程．讨论了带干扰的双险种风险模型，将保费到达过程推广为-Poisson过程．运用鞅方法，得出了破产概率满足Lundberg不等式，并给出了生存概率的Feller表示．