| 保费随机收取双险种Poisson风险模型的破产概率 |
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| 引用本文： | 亓福军,黄磊.保费随机收取双险种Poisson风险模型的破产概率[J].佳木斯工学院学报,2008(4):561-562. |
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| 作者姓名： | 亓福军 黄磊 |
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| 作者单位： | 中南大学数学科学与计算技术学院,湖南长沙410075 |
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| 摘 要： | 由于保险公司风险经营规模不断扩大,考虑到用经典风险模型及其推广的单一险种的模型来描述风险过程存在很大的局限性,本文研究了一类特殊的双险种风险模型,模型中保费的收取和理赔均服从Poisson分布,并把经典风险模型中保单到达时保费收取也进行了随机化的推广,然后利用鞅论的方法,得到了其破产概率的一般公式和Lundberg不等式.
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| 关 键 词： | 破产概率 Poisson风险模型 保费随机收取 LUNDBERG不等式 |
Ruin Probability in the Double - type - insurance Poisson Model of Random Premium Income |
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| Affiliation: | QI Fu - jun, HUANG - Lei (College of Mathematics Sciences and Computing Technology,Central South University,Changsha 410075, China) |
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| Abstract: | With the rapid development of insurance,the scale of the business expands incessantly. Considering the limitation of the classical risk model and other generalized risk model, a double - type - insurance with premium income was discussed. The premium was supposed to be random variables. By the method of mintingle, we get Lundberg inequality and formula of the ruin probability. |
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| Keywords: | ruin probability Poisson risk model random premium income Lundberg inequality |
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