| 索赔为两类一般到达的保险风险问题 |
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| 引用本文： | 刘再明,张飞涟.索赔为两类一般到达的保险风险问题[J].系统工程理论与实践,2002,22(11):92-96. |
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| 作者姓名： | 刘再明 张飞涟 |
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| 作者单位： | (1)中南大学数学学院;(2)中南大学土建院 |
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| 基金项目： | 教育部优秀青年教师资助计划 (1 93 1 ) |
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| 摘 要： | 应用 Markov骨架过程的方法 ,研究了索赔为两类一般到达的保险风险模型 ,分别得到了破产时间与破产时刻前后资产盈余的联合分布以及破产时间的分布 .由此可计算出人们关心的一些重要指标 ,为保险公司的安全运营提供决策依据.
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| 关 键 词： | 索赔 盈余过程 Markov骨架过程 |
| 文章编号： | 1000-6788(2002)11-0092-05 |
| 修稿时间： | 2001年5月14日 |
Insurance Risk Models with Two Kinds of General Arrivals of Claims |
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| LIU Zai\|ming\,ZHANG Fei\|lian\.Insurance Risk Models with Two Kinds of General Arrivals of Claims[J].Systems Engineering —Theory & Practice,2002,22(11):92-96. |
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| Authors: | LIU Zai\|ming\ ZHANG Fei\|lian\ |
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| Institution: | (1)School of Mathematics,Central South University;(2) School of Civil and Architectural Engineering,Central South University |
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| Abstract: | It is studied that the insurance risk models with two kinds of general arrivals of claims by using the method of Markov skeleton processes, introduced by authors. And it is got that the ditribution of the ruin time and the joint distributions of the ruin time and the surplus assets prior to and at ruin. These supply the helps for the safety management of insurance companies. |
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| Keywords: | claim surplus process Markov skeleton process |
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