研究了一类双险种风险模型,模型中的索赔到达计数过程和其中一个险种的保单到达计数过程均为Cox过程,得到了最终破产概率满足的推广的Lundberg不等式;研究了混合Poisson风险模型的破产概率,得出在一定条件下平稳Cox模型比Poisson模型风险更大的结论.
We of the double eralized Lund consider a double-line risk model, where the claimed number processes and one policies about number processes are different Cox processes. We obtain a genberg inequality for ruin probability. The special case of mixed Poisson risk model is discussed. We also obtain the conclusion that the risk level in stationary Cox model is greater than the one in Poisson model.