| 考虑利率因素的保险破产模型研究 |
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| 引用本文： | 伍亚 唐立. 考虑利率因素的保险破产模型研究[J]. 数学理论与应用, 2007, 27(3): 104-106 |
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| 作者姓名： | 伍亚 唐立 |
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| 作者单位： | 中南大学数学科学与计算技术学院，中南大学数学科学与计算技术学院 长沙，410075，长沙，410075 |
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| 摘 要： | 本文首先介绍了在一般化破产模型基础上够造的保险费收取次数为Poisson过程的破产模型,并进一步在此模型上考虑了利率因素,使得相应的破产概率更具有实际意义。
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| 关 键 词： | 破产概率 利率poisson过程 复合poisson过程 |
| 修稿时间： | 2007-01-10 |
Considers the Interest Rate Factor Insurance Collapse Model Study |
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| Wu Ya, Tang li. Considers the Interest Rate Factor Insurance Collapse Model Study[J]. Mathematical Theory and Applications, 2007, 27(3): 104-106 |
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| Authors: | Wu Ya Tang li |
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| Affiliation: | Central south university, Changsha, 410075 |
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| Abstract: | This article first introduced literature [1] suffices the insurance premium collection number of times in the generalized bankruptcy model foundation which makes is the Poisson process bankrupt model,and further had considered on this model the interest rate factor,causes the corresponding bankrupt probability to have the practical significance. |
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| Keywords: | The collapse probability the interest rate always pays damages immediately |
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