| 引入随机利率的养老保险破产问题 |
| |
| 引用本文： | 江英华,黄磊,亓福军.引入随机利率的养老保险破产问题[J].数学理论与应用,2008,28(3):65-68. |
| |
| 作者姓名： | 江英华 黄磊 亓福军 |
| |
| 作者单位： | 中南大学数学科学与计算技术学院,长沙 410075 |
| |
| 摘 要： | 考虑带随机利率，负索赔是随机变量的复合二项养老保险模型。通过引入调节系数，得出破产概率的上界。进一步分析了破产前盈余分布和破产持续时间概率，并获得了递推公式。
|
| 关 键 词： | 随机利率 破产概率 盈余分布 持续时间 |
The Ruin Probability Problem of the Endowment Insurance with Random Interest Rates |
| |
| Jiang Yinghua Huang Lei Qi Fujun.The Ruin Probability Problem of the Endowment Insurance with Random Interest Rates[J].Mathematical Theory and Applications,2008,28(3):65-68. |
| |
| Authors: | Jiang Yinghua Huang Lei Qi Fujun |
| |
| Institution: | Jiang Yinghua Huang Lei Qi Fujun ( School of Mathematical Seienee and Computing Technology, CSU, Changsha, 410075 ) |
| |
| Abstract: | Consider the endowment insurance model with random interes t rates and whose negative claims are compound random variables.By introducing a djustment coefficient,the ruin probability is received.Further,we obtain the rec ursive formula by analysis the distribution of the surplus before ruin and the p robability of the duration of ruin. |
| |
| Keywords: | Random rate Ruin probability Distribution of the surpl us Duration |
| 本文献已被 CNKI 维普 等数据库收录！ |
