摘要
将经典风险模型进行了推广,使保单以Poisson分布流到达,且收取的保费为随机变量,而理赔过程则服从Poisson-Geomtric分布,建立了一种新的风险模型.对此模型得到了最终破产概率的一般表达式和起一个上界估计值.
The classic compound Poisson risk model is generalized to a new risk model, in which the arrival of policies follow Poisson process and the premium is variation. The claim process follows Poisson-Geomtric process. The new risk model is set up. Finally the general formula of the ruin probability for the new risk model is given, and a upper bound for the ruin probability for this model is got.
出处
《山西师范大学学报（自然科学版）》
2007年第1期33-37,共5页
Journal of Shanxi Normal University(Natural Science Edition)
