稀疏过程下双Cox混合再保险风险模型的破产概率

摘要

Researches a class of double reinsurance model with investment and interference,consid-ering the arrival of guarantee slip and satisfaction of a claim are both the Cox process,and the latter is a p-thinning process of the former. Towards the improved model,obtains the upper bound of ruin probability satisfaction and the lundberg inequality.%研究了一类带投资和干扰的双险种再保险模型，考虑保单到达过程和理赔过程均为Cox过程，且后者是前者的一个 p-稀疏过程，针对该改进模型，得到破产概率满足的上界及推广的Lundberg不等式。