摘要
经典风险模型仅仅适应于单位时间保险费为常数的单险种保险情况,而对于带有干扰随机项及随机保费的多险种保险并没有考虑,因此经典模型有局限性。建立了多险种破产模型,经推理论证得到了五个定理,给出了最终破产概率及一个上界,拓展了经典破产模型的应用范围。
Classical risk model is fit for the case whose insurance premium in unit time is a constant,but not fit for that whose having a perturbed term and insurance premium is stochastic. So this is a defect of the classical risk model. In this paper, we establish a ruin model of the mulfitype-insuranee. By arguments, we obtain five theorems,give a probability of the ruin and its upper bound and extend the scope of application of the ruin model.
出处
《东北电力大学学报》
2009年第2期59-63,共5页
Journal of Northeast Electric Power University
关键词
破产概率
破产模型
调节系数
矩母函数
Ruin probability
Ruin model
Adjustment coefficient
Moment generating function
