| 随机利率下保费到达与理赔相关的含干扰风险模型 |
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| 引用本文： | 段红星,李双银,包林涛.随机利率下保费到达与理赔相关的含干扰风险模型[J].甘肃科学学报,2011,23(1):61-64. |
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| 作者姓名： | 段红星 李双银 包林涛 |
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| 作者单位： | 1. 南京师范大学,泰州学院数学系,江苏,泰州,225300
2. 解放军68029部队,甘肃,兰州,730020 |
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| 摘 要： | 针对一类财产保险,在其保单到达过程和理赔到达过程相关条件下,考虑到利率与干扰因素,建立了一种更贴近现实的风险模型,其中保费收入分为单纯保费收入和由部分理赔支出带来的保费收入,同样理赔支出也分为两部分,即单纯理赔支出和可带来保费收入的理赔支出,且保费随机收取,将用鞅方法分析得出此模型破产概率的Lundberg上界及其计算...
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| 关 键 词： | 破产概率 齐次泊松过程 布朗运动 |
The Risk Model Based on Related Arrival of Premium and Claim with Random Interest and Interference |
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| DUAN Hong-xing,LI Shuang-yin,BAO Lin-tao.The Risk Model Based on Related Arrival of Premium and Claim with Random Interest and Interference[J].Journal of Gansu Sciences,2011,23(1):61-64. |
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| Authors: | DUAN Hong-xing LI Shuang-yin BAO Lin-tao |
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| Institution: | 1.Department of Mathematics,Taizhou College,Nanjing Normal University,Taizhou 225300,China; 2.Corps of 68029,PLA,Lanzhou 730020,China) |
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| Abstract: | For a kind of asset insurance,under the condition of related arrival of premium and claim,a new risk model with random interest,interference and random premium was established,in which the premium contained pure premium and other premium from part claim,and at the same time the claim also contained two parts:pure claim and other claim that could introduce some premium.A computation of ruin probability on this model was studied by martingale. |
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| Keywords: | ruin probability homogeneous Poisson process Brown motion |
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