多险种风险模型的破产概率  

Ruin probability of the multiple line risk model

作　　者：杜雪樵[1] 沈爱婷[2] 

机构地区：[1]合肥工业大学理学院,安徽合肥230039 [2]安徽大学数学系,安徽合肥230039

出　　处：《合肥工业大学学报（自然科学版）》2006年第3期376-378,共3页Journal of Hefei University of Technology：Natural Science

摘　　要：由于保险公司风险经营规模不断扩大,用单一险种的风险模型来描述风险过程存在局限性,文章建立了保费收入为复合泊松过程的风险模型;讨论了带干扰的多险种风险模型;得出伦德伯格不等式和最终破产概率公式。With continuous expanding of the risk operation＇s scale of insurance companies, the generalized risk model shows some limitations. The multiple line risk model is constructed in this paper. In the model, the premium income is defined as a compound Poisson process. Then the Lundberg inequality and the formula of the ruin probability are obtained.

关 键 词：多险种 鞅 伦德伯格不等式 破产概率 

分 类 号：F840.32[经济管理—保险]