| 风险的变异序在保险中的应用 |
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| 引用本文： | 张瑞,臧振春. 风险的变异序在保险中的应用[J]. 数学的实践与认识, 2011, 41(14) |
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| 作者姓名： | 张瑞 臧振春 |
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| 作者单位： | 河南财经政法大学数学与信息科学系,河南郑州,450002 |
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| 基金项目： | 河南省软科学研究计划项目(092400430002) |
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| 摘 要： | 利用风险的变异序,对保险中两类问题——保费计算和破产概率进行了研究.首先通过建立一种变异序原理,从精算数学的角度给出常用的三种保费计算法的合理性,其次研究了破产风险与变异序的关系,得出结论:较变异的风险将导致高风险的破产.
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| 关 键 词： | 变异序 变异序原理 保费 破产概率 |
Applications of the Variability Order of Risks in Insurance |
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| ZHANG Rui,ZANG Zhen-chun. Applications of the Variability Order of Risks in Insurance[J]. Mathematics in Practice and Theory, 2011, 41(14) |
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| Authors: | ZHANG Rui ZANG Zhen-chun |
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| Affiliation: | ZHANG Rui,ZANG Zhen-chun (Department of Mathematics and Information Science,Henan University of Economics and Law,Zhengzhou 450002,China) |
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| Abstract: | Our research is focusing on two kinds of problems,the calculation of the premium and the ruin probability in insurance by using variability of risks.Firstly,a principle of variability order is established,convincing the rationality of three common ways of premium calculations from the respect of actuarial mathematics.Then the relations between ruin risks and the variability order are explored.In conclusion,more variable risks are presumed to lead to high-risk bankrupt. |
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| Keywords: | variability order principle of variability order premium ruin probability |
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