| 带税率的Cramér-Lundberg风险模型的总征税次数的分布函数(英文) |
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| 引用本文： | 周少南,明瑞星.带税率的Cramér-Lundberg风险模型的总征税次数的分布函数(英文)[J].数学杂志,2011,31(6):1057-1062. |
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| 作者姓名： | 周少南 明瑞星 |
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| 作者单位： | 1. 浙江湖州市统计局,浙江湖州,313000
2. 中国科学技术大学管理学院,安徽合肥 230026;江西师范大学数学与信息科学学院,江西南昌330022 |
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| 摘 要： | 本文研究了带税率的Cramér-Lundberg风险模型.利用迭代算法及该过程具有的的强马氏性,得出了保险公司从开始营运到破产期间总赋税次数的概率函数.作为例子,本文给出了指数分布索赔假定下该概率函数的具体表达式.
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| 关 键 词： | Cramér-Lundberg风险模型 税率 破产 概率函数 |
ON THE PROBABILITY FUNCTION OF THE TOTAL NUMBER OF TAXATION PERIODS FOR THE CRAMER-LUNDBERG RISK MODEL WITH TAX |
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| ZHOU Shao-nan,MING Rui-xing.ON THE PROBABILITY FUNCTION OF THE TOTAL NUMBER OF TAXATION PERIODS FOR THE CRAMER-LUNDBERG RISK MODEL WITH TAX[J].Journal of Mathematics,2011,31(6):1057-1062. |
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| Authors: | ZHOU Shao-nan MING Rui-xing |
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| Institution: | ZHOU Shao-nan~1,MING Rui-xing~(2,3) (1.Bureau of Statistics of Huzhou,Huzhou 313000,China) (2.School of Management,University of Science and Technology of China,Hefei 230026,China) (3.School of Math.and Information Sciences,Jiangxi Normal University,Nanchang 330022,China) |
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| Abstract: | In this paper,we consider the generalized Cramér-Lundberg risk model including tax payments.By a recursive approach together with the strong Markov property of the model,we obtain a closed-form expression for the probability function of the total number of taxation periods over the lifetime of the risk process.The explicit expression for the probability function is also given for exponential individual claims. |
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| Keywords: | Cramér-Lundberg risk model tax ruin probability function |
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