双到达过程带索赔成本风险模型的破产概率

摘要

In this paper, we consider a risk model which is a double arrival process with claims costs and general renewal process. Under the condition of the initial funds U0, We mainly use the martingale to estimate the ruin probability ψ（ Uo ） in Upbounds of fini%本文考虑了一种双到达过程带索赔成本的一般更新过程的风险模型，主要是运用鞅来估计该模型在初始准备资金为Uo的条件下有限时间内的破产概率ψ（U0，t）的最小上界和最终破产概率ψ（U0）。