赔付次数为复合Poisson-Geometric过程的风险模型破产概率上界估计  

The Upper Bounded Estimate for Ruin Probability with Claim Distrition Compound Poisson-Geometric Process

作　　者：廖基定[1] 刘再明[1] 龚日朝[2] 

机构地区：[1]中南大学数学科学与计算技术学院 [2]湖南科技大学商学院,湖南湘潭411201

出　　处：《南华大学学报（自然科学版）》2008年第3期5-8,38,共5页Journal of University of South China：Science and Technology

基　　金：国家自然科学基金资助项目(10371153);教育部人文社会科学规划基金资助项目(07JA790084);湖南省教育厅优秀青年基金资助项目(06B34);湖南省教育厅资助项目(06C715)

摘　　要：赔付次数为复合Poisson-Geometric过程的风险模型目前在保险理论界是一个比较热的问题,复合Poisson-Geometric过程能较好地刻画保险公司对某同质保单组合实施推出免赔额制度和无赔款折扣等制度背景下赔付计数问题,本文将经典的风险模型推广到复合P-G模型,研究了其破产概率的上界估计问题,得到了估计公式.At present,the risk model of compensation number which follows the compound Poisson-Geometric process is a hot topic in the insurance theory area.The compound Poisson-Geometric process can depict the compensation number better under the background that the insurance companies carry out the franchise system and no-discount compensation system to some hemgeneous cover notes.The essay popularized the classical risk model to the compound Poisson-Geometric model.It analyses the upper bounded estimate of the ruin probability and obtains the estimate formula.

关 键 词：POISSON-GEOMETRIC过程 风险模型 破产概率 

分 类 号：O211.67[理学—概率论与数理统计]