| 理赔额受限下保费收取为随机过程的风险模型 |
| |
| 引用本文： | 李如兵.理赔额受限下保费收取为随机过程的风险模型[J].贵州大学学报(自然科学版),2011,28(2):13-16. |
| |
| 作者姓名： | 李如兵 |
| |
| 作者单位： | 曲靖师范学院数学与信息科学学院,云南曲靖,655011 |
| |
| 基金项目： | 云南省教育厅科学研究基金项目，云南省曲靖师范学院青年科研项目 |
| |
| 摘 要： | 考虑保费的收取为一个随机过程,并在该风险过程中考虑了免赔额及其赔偿限额对破产概率的影响,并在索赔分布为指数分布时,对不同免赔额及赔偿限额情况下的破产概率进行数值比较.
|
| 关 键 词： | 破产概率 免赔额 赔偿限额 |
The Random Premium Income of Risk Model under Limits of Claim |
| |
| LI Ru-bing.The Random Premium Income of Risk Model under Limits of Claim[J].Journal of Guizhou University(Natural Science),2011,28(2):13-16. |
| |
| Authors: | LI Ru-bing |
| |
| Institution: | LI Ru-bing(College of Mathematics and Information Science,Qujing Normal University,Qujing 655011,China) |
| |
| Abstract: | A case that the premium income is a stochastic process is discussed.The ruin probability is discussed under the deductible and limits of claim.When the claim distribution follows the exponential distribution,the ruin probability is analyzed by numerical method in different deductible and limits of claim. |
| |
| Keywords: | ruin probability deductible limits of claim |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
