| 相对模糊利率下的带投资的风险模型 |
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| 引用本文： | 牛银菊,顾 群,马崇武,夏亚峰.相对模糊利率下的带投资的风险模型[J].江西师范大学学报(自然科学版),2016,40(4):346-348. |
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| 作者姓名： | 牛银菊 顾 群 马崇武 夏亚峰 |
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| 作者单位： | 1.东莞理工学院计算机学院,广东 东莞 523808; 2.兰州理工大学理学院,甘肃 兰州 730050 |
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| 摘 要： | 考虑保费、理赔额与模糊利率之间存在隶属函数,建立了部分初始资金进行投资的相对模糊利率风险模型,得到了该模型最终破产概率的一般表达式和破产概率的上界.该模型符合保险公司的实际运营情况,可为保险公司有效控制破产风险提供理论依据.
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| 关 键 词： | 隶属函数 模糊利率 破产概率 调节系数 |
The Risk Model with Investment under Fuzzy Rate of Interest |
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| NIU Yinju,GU Qun,MA Chongwu,XIA Yafeng.The Risk Model with Investment under Fuzzy Rate of Interest[J].Journal of Jiangxi Normal University (Natural Sciences Edition),2016,40(4):346-348. |
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| Authors: | NIU Yinju GU Qun MA Chongwu XIA Yafeng |
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| Institution: | 1.Computer College,Dongguan University of Technology,Dongguan Guangdong 523808,China; 2.School of Science,Lanzhou University of Technology,Lanzhou Gansu 730050,China |
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| Abstract: | No matter premium size and fuzzy rate of interest or claim size and fuzzy rate of interest,there are some membership functions.Based on these conditions,a risk model of first part capital investment under fuzzy rate of interest is set up.The formula of ultimate ruin probability and the upper bound of ruin probability of this model are obtained.The model is consistent with the actual operation of the insurance company and can be used as a theoretical basis for the effective control of the bankruptcy risk of insurance companies. |
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| Keywords: | membership function fuzzy rate of interest ruin probability adjustment coefficient |
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