| 考虑干扰的比例再保险风险问题分析 |
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| 引用本文： | 张瑞芳,黄光迪,苏莹.考虑干扰的比例再保险风险问题分析[J].甘肃科学学报,2012(1):152-154. |
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| 作者姓名： | 张瑞芳 黄光迪 苏莹 |
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| 作者单位： | 兰州理工大学理学院;山西省岢岚中学数学教研组 |
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| 基金项目： | 甘肃省自然科学基金项目(0809RJZA019) |
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| 摘 要： | 考虑再保险后建立了一个具有干扰的比例再保险风险模型.在索赔额分布为指数分布的情形下,应用已有的生存概率,得到与比例系数有关原保公司的破产概率以及调节系数的精确表达式,对保险公司降低风险具有一定的参考价值.
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| 关 键 词： | 比例再保险 破产概率 调节系数 |
Analysis of Proportional Reinsurance Risk Model with Interference |
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| ZHANG Rui-fang,HUANG Guang-di,SU Ying.Analysis of Proportional Reinsurance Risk Model with Interference[J].Journal of Gansu Sciences,2012(1):152-154. |
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| Authors: | ZHANG Rui-fang HUANG Guang-di SU Ying |
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| Institution: | 1(1.School of Sciences,Lanzhou University of Science and Technology,Lanzhou 730050,China; 2.Mathenatics Educational Research Group.Uelan Middie School,Kelan 036300,China) |
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| Abstract: | A proportional reinsurance risk model with interference was established after considering the reinsurance.When the claims follow an exponential distribution,the explicit expressions of the insurance ruin probability and its adjustment coefficient related with the reinsurance proportional coefficient can be obtained by using the existing survival probability. |
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| Keywords: | proportional reinsurance ruin probability adjustment coefficient |
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