| 具有时间相依索赔的破产概率 |
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| 引用本文： | 郭军义,张春生.具有时间相依索赔的破产概率[J].南开大学学报,2003,36(1):28-32. |
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| 作者姓名： | 郭军义 张春生 |
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| 作者单位： | 南开大学数学系，天津300071 |
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| 基金项目： | Supported by NNSF of China(1 0 2 71 0 62 ) |
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| 摘 要： | 研究一类风险过程的破产概率，其中一类索赔可产生另一类索赔且索赔时间可延迟．得到了破产概率的上下限，并给出了索赔为指数分布的情形下破产概率的解析表达式。
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| 关 键 词： | 破产概率 副索赔 复合波松过程 时间相依索赔 风险过程 保险理论 |
RUIN PROBABILITIES FOR TIME-CORRELATED CLAIMS |
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| Abstract.RUIN PROBABILITIES FOR TIME-CORRELATED CLAIMS[J].Acta Scientiarum Naturalium University Nankaiensis,2003,36(1):28-32. |
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| Authors: | Abstract |
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| Abstract: | Ruin probalility of a kind of risk process is studied in this paper. This risk process is an extension of classical risk model in which the by-claim and claim delay is considered. Upper and lower bound for the ruin probabilities are given and a closed form solution is obtained when the claim size is exponentially distributed. |
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| Keywords: | ruin probability by-claim compound Poisson model |
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