推广风险模型的破产概率  

The Probability for the Extensive Risk Model

作　　者：李江鹏[1] 乔建国[1] 史建红[1] 

机构地区：[1]山西师范大学数学与计算机科学学院,临汾041004

出　　处：《山西师范大学学报（自然科学版）》2007年第1期33-37,共5页Journal of Shanxi Normal University(Natural Science Edition)

摘　　要：将经典风险模型进行了推广,使保单以Poisson分布流到达,且收取的保费为随机变量,而理赔过程则服从Poisson-Geomtric分布,建立了一种新的风险模型.对此模型得到了最终破产概率的一般表达式和起一个上界估计值.The classic compound Poisson risk model is generalized to a new risk model, in which the arrival of policies follow Poisson process and the premium is variation. The claim process follows Poisson-Geomtric process. The new risk model is set up. Finally the general formula of the ruin probability for the new risk model is given, and a upper bound for the ruin probability for this model is got.

关 键 词：Poisson-Geomtric分布 破产概率 调节系数 

分 类 号：O211.6[理学—概率论与数理统计] F840[理学—数学]