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《Mathematics in Practice and Theory》 2008-21
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Ruin Probability in A Cox Risk Model of Multi-risk Perturbed by Diffusion

HUANG Yu-juan1,WANG Yuan-jin2,YU Wen-guang3,LIU Jun-wei4(1.Department of Mathematics and Physsics,Shandong Jiaotong University,Jinan 250023,China)(2.Jinan City Gao Xin District First Experimental High School,Jinan 250101,China)(3.School of Statistics and Mathematics,Shandong Economic University,Jinan 250014,China)(4.Jinan City Li Xia District Aduct Secondary Vocational School,Jinan 250014,China)  
Considering the uncertainties associated with the income of the insurance company and diversification of operation risk,this paper introduced a more realistic risk model,a Cox risk model of multi-risk perturbed by diffusion.By martingale the upper bound of the last probability of ruin for the new model is gotten.In addition the Lundberg inequality is improved.
【Fund】: 国家自然科学基金(70431002);; 山东省自然科学基金(Q2006A05)
【CateGory Index】: F840.6;F224
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