| 超额赔款再保险的双Cox风险模型 |
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| 引用本文： | 洪圣光,赵秀青. 超额赔款再保险的双Cox风险模型[J]. 邵阳学院学报(自然科学版), 2012, 9(1): 28-31 |
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| 作者姓名： | 洪圣光 赵秀青 |
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| 作者单位： | 1. 长沙理工大学数学科学与计算技术学院,湖南长沙,410076
2. 湖南第一师范学院数理系,湖南长沙,410205 |
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| 基金项目： | 国家自然科学基金项目（51078043） |
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| 摘 要： | 随着保险业务的扩大与发展,保险公司必须购买某些险种的再保险来规避风险.为了研究保险公司购买再保险后的破产概率,文章讨论了一类保费收取与理赔发生都为Cox过程的超额赔款再保险风险模型,得到了一个破产概率明确的表达式及Lundberg不等式.
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| 关 键 词： | 风险过程 双COX过程 超额赔款再保险 破产概率 Lundberg不等式 |
A Couple Cox Risk Model about Excess of Loss Reinsurance |
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| HONG Sheng-guang,ZHAO Xiu-qing. A Couple Cox Risk Model about Excess of Loss Reinsurance[J]. Journal of Shaoyang University(Natural Science Edition), 2012, 9(1): 28-31 |
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| Authors: | HONG Sheng-guang ZHAO Xiu-qing |
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| Affiliation: | 1.College of Mathematics and Calculation Science,Changsha University of Science and Technology,Changsha,Hunan 410076,China;2.Hunan First Normal College Mathematics and Science Department,Changsha,Hunan 410205,China) |
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| Abstract: | With the expansion and development of insurance business,insurance companies must purchase reinsurance of certain types of insurance to avoid the risk.To study the ruin probability of the insurance company after purchasing the reinsurance,a couple Cox risk model about excess of loss reinsurance is discussed in the paper.In the model,occurrence of claims and receiving of premiums are described by the Cox process.The paper gets an un-bound of ruin probability about the model and its final ruin probability when intensities of couple Cox processes have the linear relation. |
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| Keywords: | risk process couple Cox process excess of loss reinsurance ruin probability Lundberg inequality |
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