| 一类推广的带干扰风险模型的条件破产概率 |
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| 引用本文： | 李楚进,万建平,喻珊丽.一类推广的带干扰风险模型的条件破产概率[J].经济数学,2005,22(2):118-122. |
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| 作者姓名： | 李楚进 万建平 喻珊丽 |
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| 作者单位： | 华中科技大学数学系,武汉,430074;华中科技大学数学系,武汉,430074;华中科技大学数学系,武汉,430074 |
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| 摘 要： | 本文首先利用随机时刻变换推广了一类带干扰的风险模型,然后讨论这类风险模型的条件破产概率.研究表明条件破产概率相对于无条件破产概率能提供更多有用信息,这对保险公司及时调整投资和管理策略是很有帮助的.
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| 关 键 词： | 风险模型 随机时刻变换 条件破产概率 |
| 修稿时间： | 2004年7月9日 |
THE CONDITIONAL RUIN PROBABILITY FOR AN EXTENDED RISK MODEL WITH DISTURBANCE |
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| Li Chujin,Wan Jianping,Yu Shanli.THE CONDITIONAL RUIN PROBABILITY FOR AN EXTENDED RISK MODEL WITH DISTURBANCE[J].Mathematics in Economics,2005,22(2):118-122. |
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| Authors: | Li Chujin Wan Jianping Yu Shanli |
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| Abstract: | This paper intends to extend risk model with disturbance by using random time transformation firstly, and then study the conditional ruin probability of the risk model. It is suggested that the conditional ruin probability has more superiority to the unconditional ruin probability, and is more helpful for insurance company to adjust investment and management strategy timely. |
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| Keywords: | Risk model random time transformation conditional ruin probability |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
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