| 理赔额受限下的风险过程 |
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| 引用本文： | 何树红,李如兵,董志伟. 理赔额受限下的风险过程[J]. 吉首大学学报(自然科学版), 2006, 27(1): 19-22 |
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| 作者姓名： | 何树红 李如兵 董志伟 |
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| 作者单位： | 云南大学数学系,云南,昆明,650091;云南大学数学系,云南,昆明,650091;云南大学数学系,云南,昆明,650091 |
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| 摘 要： | 在风险过程中考虑了免赔额及其赔偿限额对风险过程的影响,得到理赔额受限下的风险过程的破产概率.在索赔分布为指数分布时,得到破产概率与免赔额及其赔偿限额的具体关系式,并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.
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| 关 键 词： | 破产概率 免赔额 赔偿限额 |
| 文章编号： | 1007-2985(2006)01-0019-04 |
| 修稿时间： | 2005-10-24 |
Risk Process Under Limits of Claim |
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| HE Shu-hong,LI Ru-bing,DONG Zhi-wei. Risk Process Under Limits of Claim[J]. Journal of Jishou University(Natural Science Edition), 2006, 27(1): 19-22 |
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| Authors: | HE Shu-hong LI Ru-bing DONG Zhi-wei |
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| Affiliation: | (Department of Mathematics,Yunnan University,Kumming 650091,China) |
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| Abstract: | The deductible and limits of claim are considered in risk process.The ruin probability is got in the risk process under limits of claim.When the claim distribution follows from the exponential distribution,the exact expression between deductible,limits of claim and the ruin probability is got,and the ruin probability is analysed by numerical method in different deductible and limits of claim at the same time. |
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| Keywords: | ruin probability deductible limits of claim |
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