| 具有随机保费收入的多险种风险模型 |
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| 引用本文： | 金奎.具有随机保费收入的多险种风险模型[J].安庆师范学院学报(自然科学版),2007,13(3):11-13,106. |
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| 作者姓名： | 金奎 |
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| 作者单位： | 安徽师范大学,数学系,安徽,芜湖,241000 |
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| 摘 要： | 本文将经典的破产模型中的保险费收到次数看作Possion过程,单一险种改进为多险种模型,考虑带干扰新模型的最终破产概率的一般式和破产概率的上界估计。
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| 关 键 词： | 风险模型 复合Possion过程 Winner过程 调节系数 破产概率 |
| 文章编号： | 1007-4260（2007）03-0010-03 |
| 修稿时间： | 2007-03-14 |
The Multiple Line Risk Whose Premiume is a Stochastic Process |
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| JIN Kui.The Multiple Line Risk Whose Premiume is a Stochastic Process[J].Journal of Anqing Teachers College(Natural Science Edition),2007,13(3):11-13,106. |
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| Authors: | JIN Kui |
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| Institution: | College of Mathematies and Computer seienee,Anhui Normal University,Wuhu 241000,China |
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| Abstract: | In the paper,the times that the insuriance company receives the premium is improved the one that premi- um is received from possion process.The generalized risk is improved with the multiple line risk.We discuss the ruin prob- ability of a new risk model by martingal,and then get general,formula and the Lundberg inequality. |
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| Keywords: | the rish model compound possion p rocess Winner process adjustment coefficient ruin probability the multiple line risk |
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