研究保费收入为复合Poisson过程的风险模型,得到最终破产概率所满足的积分方程,利用递归的技巧,给出最终破产概率的Lundberg上界.
For the risk model with random income, an integral equation satisfying by the ultimate ruin probability was derived. Using an inductive approach, the Lundberg upper bounds for the ultimate ruin probability are shown.