| 带干扰时间盈余风险模型的破产概率 |
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| 作者单位： | ;1.云南农业大学基础与信息工程学院;2.云南大学经济学院 |
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| 摘 要： | 研究了理赔量受到Wiener过程的干扰,而理赔额达到s时所需要的时间为复合Poisson过程的时间盈余风险过程,建立了带干扰的时间盈余风险模型,并推导出该模型下的调节系数、破产概率上界以及破产概率等精算量.
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| 关 键 词： | 时间盈余风险模型 干扰 调节系数 破产概率 |
The ruin probability for a time surplus risk model that is perturbed by diffusion |
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| Affiliation: | ,College of Basis and Information Engineering Institute,Yunnan Agricultural University,Economic Institute,Yunnan University |
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| Abstract: | The paper studies the time surplus processthat is perturbed by Wienerprocess,and the time which the claim amount reaches S subject to compound Poisson process,and establishes a timesurplus risk model with interference,andcalculates the adjustment coefficient,the ruin probability and its upper bound for the model. |
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| Keywords: | time surplus risk model interference adjustment coefficient ruinprobability |
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