针对实际情况,在保单到达过程和理赔过程均为Cox过程的基础上,引入了随机利率、投资收益、退保因素,并且要求退保过程的累计强度过程仍为Cox过程,从而得到一个综合的Cox 风险模型,并利用鞅论的有关知识对该模型进行研究,进而得到该综合的Cox风险模型的最终破产概率的Lundberg不等式上界表达式.%According to the actual situation,on the basis of insurance claims arrival process and process for Cox process,introducing the stochastic interest rate,investment income,surrender factors,and requiring refund process cumulative intensity process is Cox process,we get a comprehensive Cox risk model,then using the relevant knowledge of the martingale theory study the model,we get the integrated Cox risk model ruin probability Lundberg inequality upper bound expression.
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