首页 | 本学科首页   官方微博 | 高级检索  
     检索      

变破产下限风险模型的破产概率
引用本文:马学思,刘次华.变破产下限风险模型的破产概率[J].数理统计与管理,2007,26(3):440-443.
作者姓名:马学思  刘次华
作者单位:1. 河南理工大学数学与信息科学学院,河南,焦作,454000
2. 华中科技大学数学系,湖北,武汉,430074
摘    要:近年来,很多文献对经典风险模型作了研究,并得出许多有用的结论。一般文献都是假定保险公司的破产下限为零,但在实际的保险实务中,当保险公司的盈余低于某一限度时,保险公司就要调整政策或宣布破产。本文研究了经典风险模型在假定变破产下限下的破产概率,得出了破产概率所满足的不等式,而且研究了当破产下限f(t)为某些特殊函数时,破产概率所满足的不等式或破产概率的具体表达式。最后本文给出了在推广后的风险模型中变破产下限破产概率所满足的不等式。

关 键 词:风险模型  破产下限  破产概率  泊松过程
文章编号:1002-1566(2007)03-0440-04
修稿时间:2006-01-13

The Probability of Ruin in the Risk Model with the Limit of Ruin is Variation
MA Xue-si,LIU Ci-hua.The Probability of Ruin in the Risk Model with the Limit of Ruin is Variation[J].Application of Statistics and Management,2007,26(3):440-443.
Authors:MA Xue-si  LIU Ci-hua
Institution:Depamnent of mathematics, Huazhong university of science and technology, Hubei WUhan,430074 China
Abstract:The classic risk model was studied in many references recently and many useful results were gotten. Most of references assume that the 1 imit of ruin is zero, however insurance agent will adjust its policy or declare bankruptcy when ist surplus under a limit. In this paper, we study the probability of ruin in classic risk model on the assumption that the limit of ruin is variation. We get the inequality of the probability of ruin. We give the inequalities and equations of the preb,ability of ruin on the assumption that the limit of ruin is especial functions. In the end, the paper gives the inequality of the probability of ruin in generalized risk model.
Keywords:risk model  the limit of ruin  the prebabiiity of ruin  Poisson process
本文献已被 CNKI 维普 万方数据 等数据库收录!
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号