王治强,刘冬元.二项索赔下保费收取为Poisson过程的破产概率研究[J].南华大学学报(自然科学版),2013,27(4):68~70.[WANG Zhi-qiang,LIU Dong-yuan.Research on Ruin Probability of Insurance Charge with Poisson Process Under Binomial Claim[J].Journal of University of South China(Science and Technology),2013,27(4):68~70.] |
二项索赔下保费收取为Poisson过程的破产概率研究 |
Research on Ruin Probability of Insurance Charge with Poisson Process Under Binomial Claim |
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DOI: |
中文关键词: Poisson过程 二项过程 破产概率 调节系数 |
英文关键词:Poisson process binomial process ruin probability adjustment coefficient |
基金项目:湖南省科学技术厅基金资助项目(2010ZK3052);衡阳市科技局基金资助项目(2012KJ5);南华大学博士基金资助项目(2010XQD33) |
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全文下载次数: 2018 |
中文摘要: |
将经典风险模型推广为保费收取为Poisson过程,赔偿次数为二项过程的离散风险模型,讨论了盈余过程的性质,给出了关于破产概率的一个定理和几个推论。 |
英文摘要: |
In this paper,we extended the classical risk model to a discrete risk model in which the premium rate was a Poisson process and the number of compensation rate was a binomial process.It discussed the nature of surplus process,gave a theorem about the ruin probability and several inferences. |
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