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一类基于进入过程保险风险模型的破产概率(英文)
引用本文:肖鸿民,唐加山.一类基于进入过程保险风险模型的破产概率(英文)[J].数学季刊,2011(2):239-244.
作者姓名:肖鸿民  唐加山
作者单位:College of Mathematics and Information Science;Northwest Normal University;College of Science;Nanjing University of Posts and Telecommunications;
基金项目:Supported by the Grant to Supervisors of Postgraduates with Universities in Gansu Province(1001-10)
摘    要:In this note,one kind of insurance risk models with the policies having multiple validity times are investigated.Explicit expressions for the ruin probabilities are obtained by using the martingale method.As a consequence,the obtained probability serves as an upper bound for the ruin probability of a newly developed entrance processes based risk model.

关 键 词:insurance  risk  model  entrance  process  ruin  probability  upper  bound  martingale  method

Ruin Probability of One Kind of Entrance Processes Based Insurance Risk Models
XIAO Hong-min,TANG Jia-shan.Ruin Probability of One Kind of Entrance Processes Based Insurance Risk Models[J].Chinese Quarterly Journal of Mathematics,2011(2):239-244.
Authors:XIAO Hong-min  TANG Jia-shan
Institution:XIAO Hong-min1,TANG Jia-shan2(1.College of Mathematics and Information Science,Northwest Normal University,Lanzhou 730070,China,2.College of Science,Nanjing University of Posts and Telecommunications,Nanjing 210003,China)
Abstract:In this note,one kind of insurance risk models with the policies having multiple validity times are investigated.Explicit expressions for the ruin probabilities are obtained by using the martingale method.As a consequence,the obtained probability serves as an upper bound for the ruin probability of a newly developed entrance processes based risk model.
Keywords:insurance risk model  entrance process  ruin probability  upper bound  martingale method  
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