摘要
韦布尔分布不仅在量化寿险模型的重复索赔中应用较广,而且也是可靠性分析和寿险模型的理论基础,同时韦布尔分布也是指数分布的推广。运用古典概率论和数学风险论的有关知识,针对个体索赔额服从韦布尔分布的保险问题,通过建立合理的数学模型推出了保险公司的最终破产概率的显式表达式,并根据显式表达式导出了相应的渐近估计。
The Weibull distribution is widely applied in repeated claim of quantized life-insurance model,but also is the theoretical basis of reliability analysis and life-insurance model;meanwhile,the Weibull distribution is the extension of exponential distribution. This paper used the knowledge of classical probability theory and mathematics risk theory,towards the insurance problem which the individual claim sum obeyed the Weibull distribution,with establishment of reasonable mathematics model,deduced the explicit expression of ultimate ruin probability,and obtained its asymptotic estimation.
作者
许璐
王宝宁
王祎
XU Lu;WANG Baoning;WANG Yi(School of Mathematics and Computer Science,Jianghan University,Wuhan 430056,Hubei,China;School of Economics and Management,Wuhan University,Wuhan 430072,Hubei,China)
出处
《江汉大学学报（自然科学版）》
2016年第5期397-401,共5页
Journal of Jianghan University：Natural Science Edition
基金
国家自然科学基金资助项目(10961003)
武汉市教育局基金资助项目(2013091)
关键词
韦布尔分布
破产概率
渐近估计
显式解
Weibull distribution
ruin probability
asymptotic estimation
explicit expression
