常利率影响下调整下限风险模型的破产概率  

The ruin probability model of insurance company with constant interest force

作　　者：何树红[1] 董志伟[1] 李如兵[1] 

机构地区：[1]云南大学数学系,云南昆明650091

出　　处：《云南大学学报（自然科学版）》2006年第2期103-107,共5页Journal of Yunnan University(Natural Sciences Edition)

基　　金：云南大学理(工)科校级科研基金资助项目(2002Q020SL);云南省自然科学研究基金资助项目(2003F0015M)

摘　　要：在引入常利率因素的基础上,讨论了当保险费率按公司的盈余进行适当调整时的风险模型,并且得到了当盈余低于某个下限时,保险公司适当提高保费的破产概率.Considering the constant interest force, the ruin probability is obtained when the premium is adjusted according to the surplus. A model is set up, in which the premium will become higher if the surplus is reduced to a certain lower bound for the first time.

关 键 词：利率 破产概率 泊松过程 

分 类 号：O211.67[理学—概率论与数理统计]