| 退保因素下带有随机保费和分红的风险模型 |
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| 引用本文： | 覃利华,闭盟华.退保因素下带有随机保费和分红的风险模型[J].井冈山大学学报（自然科学版）,2016(3):9-13. |
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| 作者姓名： | 覃利华 闭盟华 |
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| 作者单位： | 广西大学数学与信息科学学院, 广西, 南宁 530004,广西大学数学与信息科学学院, 广西, 南宁 530004 |
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| 基金项目： | 国家自然科学基金项目(71462002) |
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| 摘 要： | 在经典风险模型基础上,考虑到退保事件的发生,讨论含退保因素下保费到达过程、理赔过程、支付红利过程及退保过程均为二项过程。运用鞅方法讨论了该模型盈余过程的性质,给出最终破产概率的表达式和Lundberg上界,并得到在保费额、理赔额、退保额、支付红利额均服从指数分布条件下的破产概率的具体表达式。
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| 关 键 词： | 复合二项过程 退保 红利 破产概率 Lundberg不等式 |
| 收稿时间： | 2015/12/15 0:00:00 |
| 修稿时间： | 2016/3/10 0:00:00 |
RESEARCH ON THE MODEL OF RANDOMIZED DIVIDEND AND STOCHASTIC PREMIUM |
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| QIN Li-hua and BI Meng-hua.RESEARCH ON THE MODEL OF RANDOMIZED DIVIDEND AND STOCHASTIC PREMIUM[J].Journal of Jinggangshan University(Natural Sciences Edition),2016(3):9-13. |
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| Authors: | QIN Li-hua and BI Meng-hua |
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| Institution: | School of Mathematics and Information Sciences, Guangxi University, Nanning, Guangxi 530004, China and School of Mathematics and Information Sciences, Guangxi University, Nanning, Guangxi 530004, China |
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| Abstract: | According to the actual situation, a practical risk model with a refunding process is introduced. The arrival of the term policies, the occurrences of claim, refunding and dividend are compound binominal processes. We study the nature of this model by applying the martingale approach and get the Lundberg inequality and the formula of the ruin probability. We also give an explicit expression for the ruin probability with that the premium income, the claims, the occurrence of the refunding and the dividend, which are obey exponential distribution. |
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| Keywords: | compound binomial risk model refund dividend ruin probability Lundberg inequality |
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