| 寿险精算中DCPDE破产模型的改进 |
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| 引用本文： | 邹辉. 寿险精算中DCPDE破产模型的改进[J]. 广东工业大学学报, 2003, 20(2): 97-100 |
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| 作者姓名： | 邹辉 |
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| 作者单位： | 广东工业大学,应用数学系,广东,广州,510090 |
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| 摘 要： | 将保险费收到的次数看作是复合泊松过程，将每次收到的保险费看作服从指数分布的随机变量，并考虑了附加保险费，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界，分析了破产概率的上界与索赔额、净保费、准备金、附加保费率之间的关系．
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| 关 键 词： | 保险精算 破产概率 附加保费 复合泊松过程 指数分布 |
| 文章编号： | 1007-7162(2003)02-0097-04 |
Improvement to a DCPDE Ruin Model in Insurance Actuarial |
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| ZOU Hui. Improvement to a DCPDE Ruin Model in Insurance Actuarial[J]. Journal of Guangdong University of Technology, 2003, 20(2): 97-100 |
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| Authors: | ZOU Hui |
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| Abstract: | In this paper, a classical ruin model with additional premium is improved, considering the times that premium is received a compound poisson process and premium a random variable following exponential distribution.The upper bound of ruin probability is appropriately obtained. |
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| Keywords: | insurance actuarial ruin probability additional premium compound poissson process exponen-tial distribution |
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