摘要
用单一险种风险模型来描述保险公司的经营存在的局限性,建立了考虑运行费用的带有干扰项及随机保费的多险种破产模型,经推理论证得到了5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.
Because of the limitation of applying the single-type insurance model to show the operating of insurance agent,The paper consider a multiply-insurance ruin model whose operation cost has a perturbed term and stochastic premium.By arguments,the paper 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
《东北师大学报（自然科学版）》
CAS
CSCD
北大核心
2010年第1期18-21,共4页
Journal of Northeast Normal University(Natural Science Edition)
基金
国家"973"科技发展计划项目(2007cb206904)
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
