| 投资收益相依性的风险模型 |
| |
| 引用本文： | 王伟,邹捷中,唐胜达.投资收益相依性的风险模型[J].数学理论与应用,2006,26(2):51-54. |
| |
| 作者姓名： | 王伟 邹捷中 唐胜达 |
| |
| 作者单位： | 中南大学数学学院 长沙410075 |
| |
| 摘 要： | 本文首先提出了投资收益相依性的风险模型并给出了其风险模型的破产概率,并且讨论了在双项投资的情况下如何合理分配使得保险公司取得最佳经营.最后给出在多项投资情况下的分配方案.
|
| 关 键 词： | 破产概率 调节系数 最优分配 |
| 收稿时间： | 10 5 2005 12:00AM |
Maximal aggregate loss is applied in the ruin probability |
| |
| Wang Wei, Zou Jiezhong ,Tang Shengda.Maximal aggregate loss is applied in the ruin probability[J].Mathematical Theory and Applications,2006,26(2):51-54. |
| |
| Authors: | Wang Wei Zou Jiezhong Tang Shengda |
| |
| Institution: | Mathematics School ,Center South University ,Changsha,410075 |
| |
| Abstract: | In this paper,first give a risk model which have relation between investments and surplus,In addition,the paper solves the ruin probability of this risk model.then the paper discuss the risk company how do arrange the investments in order to achieve the best result.Finally,the paper give a good arrange way in the some kinds of investments. |
| |
| Keywords: | ruin probability adjustment coefficient the best arrange way |
| 本文献已被 CNKI 维普 等数据库收录！ |
|
