| 一类更新模型的破产概率 |
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| 引用本文： | 张英瑞,黄盛. 一类更新模型的破产概率[J]. 洛阳师范学院学报, 2012, 31(8): 15-17 |
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| 作者姓名： | 张英瑞 黄盛 |
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| 作者单位： | 洛阳师范学院数学科学学院,河南洛阳,471022 |
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| 摘 要： | 建立了利息强度随时间连续变化,索赔额分布服从Pareto分布,索赔次数为更新过程的风险模型.获得了保险公司的有限时间破产概率的近似表达式.
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| 关 键 词： | 盈余过程 破产概率 利息强度 |
The Ruin Probability of a Renewal Process Risk Model |
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| ZHANG Ying-rui,HUANG Sheng. The Ruin Probability of a Renewal Process Risk Model[J]. Journal of Luoyang Teachers College, 2012, 31(8): 15-17 |
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| Authors: | ZHANG Ying-rui HUANG Sheng |
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| Affiliation: | ( College of Mathematical Science, Luoyang Normal University, Luoyang 471022, China) |
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| Abstract: | A renewal process risk model is built in this paper. In this model, the force of interest vanes con- tinuously with time, the distribution of the claim size follows Pareto distribution, the number of the claim times con- forms to renew process, and obtains an approximate expression of the finite time and infinite time ruin probability of the insurance company. |
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| Keywords: | surplus process ruin probability interest rate |
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