| 二元复合Poisson风险模型的几个结果 |
| |
| 引用本文： | 吕同玲,郭军义,张鑫.二元复合Poisson风险模型的几个结果[J].应用概率统计,2011,27(5). |
| |
| 作者姓名： | 吕同玲 郭军义 张鑫 |
| |
| 作者单位： | 1. 中国农业大学数学系,北京,100083
2. 南开大学数学科学学院,天津,300071 |
| |
| 基金项目： | Supported by Research Fund for the Doctoral Program of Higher Education of China |
| |
| 摘 要： | 本文研究具有相依关系的一类风险模型.得到了由不同类别的索赔产生的破产时赤字分布的渐近结果以及指数索赔下的精确结果.同时研究了带伽玛过程干扰的古典风险过程.
|
| 关 键 词： | 破产时赤字 相依索赔 破产概率 复合Poisson过程 Gamma过程 |
Some Results on Bivariate Compound Poisson RiskModel |
| |
| Lv TONGLING,GUO JUNYI,ZHANG XIN.Some Results on Bivariate Compound Poisson RiskModel[J].Chinese Journal of Applied Probability and Statisties,2011,27(5). |
| |
| Authors: | Lv TONGLING GUO JUNYI ZHANG XIN |
| |
| Institution: | LV TONGLING (Department of Mathematics,China Agricultural University,Beijing,100083) GUO JUNYI~* Zhang XIN (School of Mathematical Sciences,Nankai University,Tianjin,300071) |
| |
| Abstract: | In this paper we consider a risk model with two correlated classes of insurance business. Asymptotic results for the deficit at ruin caused by different classes of insurance business are obtained.Explicit expression for the deficit at ruin caused by different classes of insurance business are given when the original claim size random variables are exponentially distributed.In addition we also give a brief discussion on the classical risk model perturbed by the Gamma process. |
| |
| Keywords: | Deficit at ruin correlated aggregate claims ruin probability compound Poisson Gamma process |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
