| 一类改进后的双险种风险模型的破产概率 |
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| 引用本文： | 陈飞跃,徐沈新.一类改进后的双险种风险模型的破产概率[J].长沙交通学院学报,2006,22(2):72-75. |
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| 作者姓名： | 陈飞跃 徐沈新 |
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| 作者单位： | 保险职业学院,商业保险系,湖南,长沙,410114 |
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| 摘 要： | 在考虑投资因素以及保费收入随机性因素的基础上,对一类离散型双险种风险模型进行了改进,从而将原模型作了进一步推广。在改进的模型下,得到了最终破产概率的Lun-dberg不等式以及一般表达式。
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| 关 键 词： | 双险种 破产概率 风险模型 调节系数 |
| 文章编号： | 1000-9779(2006)02-0072-04 |
| 收稿时间： | 08 31 2005 12:00AM |
| 修稿时间： | 2005年8月31日 |
The Ruin Probility with an Improve Two-type Claim Risk Model |
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| CHEN Fei-yue,XU Shen-xin.The Ruin Probility with an Improve Two-type Claim Risk Model[J].Journal of Changsha Communications University,2006,22(2):72-75. |
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| Authors: | CHEN Fei-yue XU Shen-xin |
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| Institution: | Department of Commercial Insurance, Insurance professional College, ChangSha 410114, China |
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| Abstract: | Considering two factors of investment and randomness of premium income,a discrete insurance risk model with two-type claims is improved by the authors,so the model is further generalized.The formula of ultimate ruin probability and Lundberg inequality for the improved model are obtained. |
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| Keywords: | two-type claims ruin probability risk model adjustment coefficient |
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