| 汽车保险的广义泊松过程模型 |
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| 引用本文： | 王成勇,刘次华.汽车保险的广义泊松过程模型[J].经济数学,2005,22(2):132-135. |
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| 作者姓名： | 王成勇 刘次华 |
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| 作者单位： | 1. 襄樊学院数学系,湖北,襄樊,441053
2. 华中科技大学数学系,湖北,武汉,430074 |
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| 摘 要： | 本文针对汽车保险中多车辆相撞事故的理赔建立起广义泊松过程模型,利用概率母泛函给出了其理赔总量在(0,t]内的均值与方差,并基于鞅分析方法证明了其破产概率的Lundberg不等式.
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| 关 键 词： | 广义泊松过程 破产 鞅 概率母泛函 |
| 修稿时间： | 2003年7月9日 |
THE GENERALIZED POISSON PROCESS MODEL OF AUTOMOBILE INSURANCE |
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| WANG Chengyong,Liu Cihua.THE GENERALIZED POISSON PROCESS MODEL OF AUTOMOBILE INSURANCE[J].Mathematics in Economics,2005,22(2):132-135. |
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| Authors: | WANG Chengyong Liu Cihua |
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| Abstract: | This article discusses the collective claims in the accidents of multiple vehicles collisions.In view of this situation we established the generalized Poisson process model.Using the probability generating functional,the mean and the variance of the sums of claims in (0,t]is given.The Lundberg inequality under this model is also proved based on the martingale theory. |
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| Keywords: | Generalized Poisson process ruin probability martingale probabiltiy generating functional |
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