| 调整保险费率模型下的破产概率 |
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| 引用本文： | 戚懿,王静龙,等.调整保险费率模型下的破产概率[J].应用数学与计算数学学报,1999,13(2):55-72. |
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| 作者姓名： | 戚懿 王静龙 |
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| 作者单位： | 华东师范大学!上海，200062 |
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| 基金项目： | 国家自然科学基金!19831020 |
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| 摘 要： | 本文主要讨论当保险费率按公司的盈余进行适当的调整时，如何求破产概率的问题．
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| 关 键 词： | 泊松过程 破产概率 |
The Probability of Ruin in Some Improved Ruin Probability Models |
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| YI QI, JINGLONG WANG, RONGMING WANG.The Probability of Ruin in Some Improved Ruin Probability Models[J].Communication on Applied Mathematics and Computation,1999,13(2):55-72. |
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| Authors: | YI QI JINGLONG WANG RONGMING WANG |
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| Abstract: | This paper discusses how to get the probability of ruin when premium is adusted according tothe surplus. We set up a model in which the premium will become lower if the surplus is beyond acertain upper bound for the first time and the premium will becomc higher if the surplus is reducedto a certain lower bound for the first time.Through the improvement of ruin probability model mentioned above, we get suitable modelsand some formulas of the probability of ruin in these improved models. |
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| Keywords: | Poisson process probability of ruin |
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