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单险种风险模型的另一种推广
引用本文:刘春生,赵清贵.单险种风险模型的另一种推广[J].渝西学院学报(自然科学版),2010(1):17-19.
作者姓名:刘春生  赵清贵
作者单位:中南大学数学学院;重庆文理学院数学与统计学院;
摘    要:经典风险模型中,单位时间所收到的保费相同,索赔是一个随机过程,然而在实际收取保费的过程中,不同单位时间所收到的保费往往不一样,所以,在目前的经典模型的推广中,已经有将保费的收取推广为混合随机收取的情况.本文主要是在已有的上述推广模型的基础上,将索赔推广为随机索赔混合的情况,得到了风险模型最终破产概率所满足的Lundberg不等式及其一般表达式.

关 键 词:经典模型  随机索赔  风险模型

Another expansion of single type of insurance risk model
Authors:LIU Chun-sheng  ZHAO Qing-gui
Institution:LIU Chun-sheng1,ZHAO Qing-gui2(1.School of Mathematics,Central South University,Changsha Hunan 410075,China,2.School of Mathematics,Chongqing University of Arts , Sciences,Yongchuan Chongqing 402160,China)
Abstract:In the classical risk model,the unit time of the premiums received by the same claim is a random process,but in the actual process of collecting premiums,different units of time often don't receive the same premium,so at present,the promotion of the classical model,the premium would have been to promote the collection of mixed random collection of circumstances.This article has been mainly in the promotion of the above-mentioned classical model on the basis of the claim to promote a mixture of random claims...
Keywords:classical model  random claims  risk model  
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