| 常利率两险种的风险模型的破产概率 |
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| 引用本文： | 杨善兵,司建东.常利率两险种的风险模型的破产概率[J].安徽大学学报(自然科学版),2006,30(1):7-10. |
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| 作者姓名： | 杨善兵 司建东 |
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| 作者单位： | 盐城工学院,基础部,江苏,盐城,224003;盐城工学院,基础部,江苏,盐城,224003 |
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| 摘 要： | 由于保险公司经营规模的扩大和保险业务经营受货币利率的影响,用原来的古典风险模型来描述风险经营的过程已存在局限性.我们构造了常利率下两险种的风险模型,利用后项微分法和Lap lace变换,给出了破产概率Ψδ(u)的积分方程和破产概率Lap lace变换表达式,以及Ψδ(0)的确切值.
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| 关 键 词： | 破产概率 风险模型 利率强度 |
| 文章编号： | 1000-2162（2006）01-0007-04 |
| 收稿时间： | 2005-01-11 |
| 修稿时间： | 2005-01-11 |
Ruin probability of a two-insurance risk process in constant interest rate |
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| YANG Shan-bing,SI Jian-dong.Ruin probability of a two-insurance risk process in constant interest rate[J].Journal of Anhui University(Natural Sciences),2006,30(1):7-10. |
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| Authors: | YANG Shan-bing SI Jian-dong |
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| Institution: | Department of Foundamental Science Teaching, Institute of Technology of Yancheng, Yancheng 224003, China |
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| Abstract: | The scale of the business expands incessantly and the types of insurance increase.Considering the limitation of classical risk model and other generalized risk models,the two-insurance risk model in constant force of interest has been constructed,makes it influence the practical problems and benefit the business of insurer.The ruin probability Ψ_δ(u) is studied,we also estimate Ψ_δ(u) and Laplace transforms of Ψ_δ(u). |
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| Keywords: | ruin probability risk model force of interest |
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