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| 多险种复合Poisson风险模型和破产概率 | |
| 引用本文： | 陈雪姣. 多险种复合Poisson风险模型和破产概率[J]. 数学理论与应用, 2009, 0(3): 106-109 |
| 作者姓名： | 陈雪姣 |
| 作者单位： | 中南大学数学科学与计算技术学院,长沙410075 |
| 摘 要： | 经典风险模型只描述了单一险种的经营模式，具有局限性，本文对多险种的复合Poisson风险模型的破产概率进行了研究。本文给出了初始资本为0时破产概率皿（O）的明确表达式，以及理赔量服从指数分布且初始资本为u时破产概率ψ（u）的明确表达式。 |
| 关 键 词： | 破产概率 复合Poisson过程 风险模型 指数分布 |
Compond Poisson Risk Model for Multi - type - risk Insurance and the Ruin Probability |
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| Chen Xuejiao. Compond Poisson Risk Model for Multi - type - risk Insurance and the Ruin Probability[J]. Mathematical Theory and Applications, 2009, 0(3): 106-109 | |
| Authors: | Chen Xuejiao |
| Affiliation: | Chen Xuejiao (School of Mathematical Sciences and Computing Technology, Central South University, Changsha,410075) |
| Abstract: | Classical risk models for insurance are single - type - risk based, but with the limitations of this models, this pa- per studies the ruin probabilities in a multi - type compound Poisson risk model. This paper also gives a explicit expression for the ruin probability and for under the condition that claims obey an exponential distribution. |
| Keywords: | Ruin probability Compond poisson process Risk model Exponential distribution |
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