| 保险精算中的一个破产模型的改进 |
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| 引用本文： | 邹辉,朱勇华. 保险精算中的一个破产模型的改进[J]. 武汉大学学报:哲学社会科学版, 2000, 0(2) |
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| 作者姓名： | 邹辉 朱勇华 |
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| 作者单位： | 武汉水利电力大学数学物理系!湖北武汉430072 |
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| 摘 要： | 将古典的破产模型中的保险费收到的次数看作是复合泊松过程 ,将每次的保险费看作是服从指数分布的随机变量 ,从而对古典的破产模型进行了推广 ,并给出了相应的破产概率的上限。
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| 关 键 词： | 保险精算 破产概率 保险费收入 复合泊松过程 指数分布 |
Improvement to a ruin model in insurance actuarial |
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| ZOU Hui ZHU Yong hua. Improvement to a ruin model in insurance actuarial[J]. Wuhan University Journal (Social Sciences), 2000, 0(2) |
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| Authors: | ZOU Hui ZHU Yong hua |
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| Abstract: | In this paper,a classical ruin model is improved with the times that premium is received is considered a compound poisson process and the premium received every time considered a random variable following exponential distribution.The upper bound of probability is appropriately obtained. |
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| Keywords: | insurance actuarial ruin probability premium revenue compound poisson process exponential distribution |
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