| 一类随机保费率下带干扰的风险模型 |
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| 引用本文： | 孔祥立,吕玉华.一类随机保费率下带干扰的风险模型[J].安庆师范学院学报(自然科学版),2009,15(1):31-33. |
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| 作者姓名： | 孔祥立 吕玉华 |
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| 作者单位： | 曲阜师范大学,数学科学学院,山东,曲阜,273165;曲阜师范大学,数学科学学院,山东,曲阜,273165 |
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| 摘 要： | 在保费率为任意离散的随机变量的情况下,用随机过程的方法得出破产概率、末离前最大盈余分布、破产时、破产前瞬时盈余与破产时赤字的联合分布等精算量分布的具体表达式。
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| 关 键 词： | 风险模型 破产概率 生存概率 最大盈余 破产前瞬间盈余 破产时赤字 随机保费率 |
Risk Model Perturbed by Diffusion with Random Premium Rate |
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| KONG Xiang-li,LU Yu-hua.Risk Model Perturbed by Diffusion with Random Premium Rate[J].Journal of Anqing Teachers College(Natural Science Edition),2009,15(1):31-33. |
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| Authors: | KONG Xiang-li LU Yu-hua |
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| Institution: | KONG Xiang-li, LU Yu-hua (School of Math. SCi. , Qufu Normal Univ. , Qufu 273165, China) |
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| Abstract: | In the case that insurance premium rate is any discrete random variable,the exact expressions for actuarial diagnostics,such as the ruin probability,the distribution of extreme surplus before ruin,the joint distribution of the surplus immediately before ruin,the deficit at ruin and the ruin time,are concluded through stochastic method. |
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| Keywords: | risk model ruin probability survival probability extreme surplus surplus immediately before ruin deficit at ruin random premium rate |
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