| 稀疏过程在破产问题中的应用 |
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| 引用本文： | 陈占斌,刘再明.稀疏过程在破产问题中的应用[J].数学理论与应用,2005,25(1):35-38. |
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| 作者姓名： | 陈占斌 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： | 本讨论一类人寿保险的风险过程，其中保单到达服从齐次Poisson过程。而描述退保及索赔发生的计数过程分别为这一过程的q-稀疏与p-稀疏．对此模型给出其破产概率的具体上界，并与其它一类风险模型进行比较．
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| 关 键 词： | 破产问题 保单 退保 人寿保险 风险模型 破产概率 风险过程 上界 Poisson过程 计数 |
The Applications of Thinning Process in Risk Problem |
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| Chen zhanbin Liu Zhaiming.The Applications of Thinning Process in Risk Problem[J].Mathematical Theory and Applications,2005,25(1):35-38. |
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| Authors: | Chen zhanbin Liu Zhaiming |
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| Abstract: | In this paper we'll discuss a risk process for life risk models,where the arrival of the term policies follows a Poisson process,and the occurrence of refunding and the claim happen as the q-thinning process and the p-thinning process of the arrival process respectively.For this model,we'll obtain its upper bound of the eventuall ruin probability and make a comparision with other risk model. |
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| Keywords: | ruin probability Poisson process thinning process Lundberg exponent |
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