摘要
基于研究已有的再保险风险模型,建立一类带有干扰项的赔付率超额再保险Poisson风险模型,利用鞅分析的方法证明其破产概率仍满足Lundberg不等式和一般公式,对再保险风险模型进行讨论并对其完善。
We sets up a excess of loss ratio reinsurance poisson risk model with interference by researching the existed reinsurance. The Lundberg inequality and the common formula of the ruin probability are gotten in terms of some techniques from martingale theory. Therefore, this completes the discussion for the reinsurance model.
出处
《对外经贸》
2012年第4期119-120,共2页
FOREIGN ECONOMIC RELATIONS & TRADE
基金
国家自然科学基金项目
编号10771046
黑龙江省教育厅科学研究项目
编号:11511092
关键词
鞅
风险模型
破产概率
赔付率超额再保险
martingale
risk model
bankruptcy probability
loss ratio reinsurance
