| 一阶自回归理赔量的风险模型 |
| |
| 引用本文： | 赵秀青.一阶自回归理赔量的风险模型[J].湖南第一师范学报,2009,9(1):168-169. |
| |
| 作者姓名： | 赵秀青 |
| |
| 作者单位： | 湖南第一师范学院数理系,湖南,长沙,410205 |
| |
| 基金项目： | 湖南省教育厅资助课题 |
| |
| 摘 要： | 随着保险经营业务的不断扩大、创新，描述其风险的模型也越来越多，但它们大都基于理赔量相互独立的基础之上。通过理赔量具有相关性的复合Poisson过程的研究，得到破产概率ψ^-（u，w）的具体表达式及特定条件下被推广的“伦德伯格不等式”。
|
| 关 键 词： | 理赔量相关 破产概率 复合Poisson． |
A Risk Model of Claims Obeying First-Order Autoregressive Process |
| |
| ZHAO Xiu-qing.A Risk Model of Claims Obeying First-Order Autoregressive Process[J].Journal of First Teachers College of Hunan,2009,9(1):168-169. |
| |
| Authors: | ZHAO Xiu-qing |
| |
| Institution: | ZHAO Xiu-qing(Department of Mathematics and Physics,Hunan First Normal College,Changsha,Hunan 410002) |
| |
| Abstract: | With the development of the insurance management business,the models describing risks increased rapidly.But all claims are independent in those models.This paper discusses the compound poisson process of related claims.We yield the expression type andthe lundberg inequality. |
| |
| Keywords: | related claims ruin probability compound generalized homogeneous Poisson process |
| 本文献已被 CNKI 维普 万方数据 等数据库收录！ |
