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| 在Sparre Andersen模型中破产前发生的理赔次数 | |
| 引用本文： | 王秋梅,左松茂,高庆武,张春生.在Sparre Andersen模型中破产前发生的理赔次数[J].天津师范大学学报(自然科学版),2007,27(3):51-54. |
| 作者姓名： | 王秋梅 左松茂 高庆武 张春生 |
| 作者单位： | 1. 天津工业大学,理学院,天津,300160 2. 天津师范大学,物理与电子信息学院,天津,300387 3. 苏州大学,数学科学学院,江苏,苏州,215006 4. 南开大学数学科学学院,天津,300071 |
| 摘 要： | 研究在Sparre Andersen模型中保险公司破产前发生的理赔次数,这里理赔时间间隔服从Erlang(2)分布;令p(u;n)表示破产前发生n次理赔的概率,(s;n)表示p(u;n)的拉普拉斯变换,给出了(s,n)的递推公式,由此运用Mathematics等数学软件可以算出p(u;n). |
| 关 键 词： | 破产前发生理赔次数 Sparre Andersen盈余过程 Erlang(2)分布 拉普拉斯变换 递推 破产时 破产概率 安全负荷 |
| 文章编号： | 1671-1114（2007）03-0051-04 |
| 收稿时间： | 2007-01-27 |
| 修稿时间： | 2007年1月27日 |
On the Number of Claims Occurring up to Ruin in Sparre Andersen Model |
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| WANG Qiu-mei,ZUO Song-mao,GAO Qing-wu,ZHANG Chun-sheng.On the Number of Claims Occurring up to Ruin in Sparre Andersen Model[J].Journal of Tianjin Normal University(Natural Science Edition),2007,27(3):51-54. | |
| Authors: | WANG Qiu-mei ZUO Song-mao GAO Qing-wu ZHANG Chun-sheng |
| Institution: | 1. School of Science, Tianjin Polytechnic University, Tianjin 300160, China; 2. College of Physics and Electronic Information, Tianjin Normal University, Tianjin 300387, China; 3. School of Mathematical Science, Soochow University, Suzhou 215006, Jiangsu Province, China; 4. School of Mathematical Science, Nankai University, Tianjin 300071, China |
| Abstract: | The number of claims occurring up to ruin is studied in Sparre Andersen surplus model in which the inter-occurrence times between successive claims obey Erlang(2)-distribution. p(u;n) is the probability function of n claims occurring up to ruin. A recursive formula of (p)(s;n) which is the Laplace transform of p(u;n) is given and p(u;n) can be worked out by using Mathematics or other mathematical software. |
| Keywords: | the number of claims occurring up to ruin Sparre Andersen surplus process Erlang(2)-distribution Laplace transform recursive time to ruin ruin probability safety loading |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ | |