| 保费收入率与索赔到达率均依赖于当前储备金的风险模型的破产问题 |
| |
| 引用本文： | 王颖.保费收入率与索赔到达率均依赖于当前储备金的风险模型的破产问题[J].数学理论与应用,2006,26(3):105-107. |
| |
| 作者姓名： | 王颖 |
| |
| 作者单位： | 中南大学数学科学与计算技术学院 长沙410075 |
| |
| 摘 要： | 本文建立了保费收入率与索赔到达均依赖于当前盈余额的保险模型.将这一模型纳入逐段决定马尔可夫过程的框架,破产时刻就是这一逐段决定马尔可夫过程的端时.我们用鞅方法得到了保费收入率与索赔到达率均依赖于当前盈余额的风险模型的破产概率的确切表达式.
|
| 关 键 词： | 破产概率 盈余过程 广义生成算子 |
| 收稿时间： | 08 30 2005 12:00AM |
Ruin problems on the risk model that both the premium rate and the claim rate are depending on the surplus |
| |
| Wang Ying.Ruin problems on the risk model that both the premium rate and the claim rate are depending on the surplus[J].Mathematical Theory and Applications,2006,26(3):105-107. |
| |
| Authors: | Wang Ying |
| |
| Institution: | School of Mate. Science and Computing Technology Central South University, Changsha, 410075 |
| |
| Abstract: | In this paper,we construct the risk model that both the premium rate and the claim rate are depending on the surplus.If we set the model into the framework of PDMP,thd ruin time is the terminal time of this PDMP.Using the martingale technique,the explicit expression of ruin probability on this model are obtained. |
| |
| Keywords: | ruin probability risk reserve process extended generator |
| 本文献已被 CNKI 维普 等数据库收录！ |
