| 多险种风险模型的破产概率 |
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| 引用本文： | 杜雪樵,沈爱婷. 多险种风险模型的破产概率[J]. 合肥工业大学学报(自然科学版), 2006, 29(3): 376-378 |
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| 作者姓名： | 杜雪樵 沈爱婷 |
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| 作者单位： | 合肥工业大学,理学院,安徽,合肥,230039;安徽大学,数学系,安徽,合肥,230039 |
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| 摘 要： | 由于保险公司风险经营规模不断扩大,用单一险种的风险模型来描述风险过程存在局限性,文章建立了保费收入为复合泊松过程的风险模型;讨论了带干扰的多险种风险模型;得出伦德伯格不等式和最终破产概率公式。
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| 关 键 词： | 多险种 鞅 伦德伯格不等式 破产概率 |
| 文章编号： | 1003-5060(2006)03-0376-03 |
| 修稿时间： | 2005-07-19 |
Ruin probability of the multiple line risk model |
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| DU Xue-qiao,SHEN Ai-ting. Ruin probability of the multiple line risk model[J]. Journal of Hefei University of Technology(Natural Science), 2006, 29(3): 376-378 |
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| Authors: | DU Xue-qiao SHEN Ai-ting |
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| Abstract: | With continuous expanding of the risk operation's scale of insurance companies,the generalized risk model shows some limitations.The multiple line risk model is constructed in this paper.In the model,the premium income is defined as a compound Poisson process.Then the Lundberg inequality and the formula of the ruin probability are obtained. |
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| Keywords: | multiple line martingale Lundberg inequality ruin probability |
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