保险市场中存在激烈的竞争,针对这种情形提出竞争型的n元风险模型,定义了两种破产时间,利用经典风险模型已有结论和条件期望的性质,得到相应的有限时间破产概率和最终破产概率表达式,以及每个保险公司有限时间破产概率和最终破产概率.
With fierce competition in insurance market,we consider a competitive n-dimensional risk model.Two different types of ruin probabilities are defined for insurance market.In terms of some results of classical risk model and the property of conditional expectation,the expression of two types of ruin probabilities for insurance market and every insurance company are obtained.