| 保险公司在固定利率下的离散型破产概率 |
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| 引用本文： | 刘家有,刘再明.保险公司在固定利率下的离散型破产概率[J].数学理论与应用,2004,24(1):101-104. |
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| 作者姓名： | 刘家有 刘再明 |
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| 作者单位： | 中南大学数学科学与计算技术学院，长沙，410075 |
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| 摘 要： | 本提出并讨论了在固有利率下含投资因素、红利分配因素的两种离散型破产模型，分别得出了相应模型下关于保险公司的破产概率、期望寿命的结论，推广散没有考虑利率因素的离散型破产模型的有关结论。
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| 关 键 词： | 保险公司 固定利率 离散型破产模型 破产概率 期望寿命 |
Discrete Time Ruin Model of Insurance Company With Constant Interest Force |
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| Liu Jiayou,Liu Zaiming.Discrete Time Ruin Model of Insurance Company With Constant Interest Force[J].Mathematical Theory and Applications,2004,24(1):101-104. |
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| Authors: | Liu Jiayou Liu Zaiming |
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| Abstract: | In this paper,we discuss two kinds of discrete time ruin models under a constant interest force with investment and dividend factors.We obtain some results about the ruin probability and the expected life time of insurance company,which generalized the relative results in discrete time ruin model with no interest force factor. |
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| Keywords: | constant interest force ruin model ruin probability expected life time |
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