考虑利率因素的保险破产模型研究  

Considers the Interest Rate Factor Insurance Collapse Model Study

作　　者：伍亚[1] 唐立[1] 

机构地区：[1]中南大学数学科学与计算技术学院,长沙410075

出　　处：《数学理论与应用》2007年第3期104-106,共3页Mathematical Theory and Applications

摘　　要：本文首先介绍了在一般化破产模型基础上够造的保险费收取次数为Poisson过程的破产模型,并进一步在此模型上考虑了利率因素,使得相应的破产概率更具有实际意义。This article first introduced literature [1] suffices the insurance premium collection number of times in the generalized bankruptcy model foundation which makes is the Poisson process bankrupt model, and further had considered on this model the interest rate factor, causes the corresponding bankrupt probability to have the practical significance.

关 键 词：破产概率 利率poisson过程 复合POISSON过程 

分 类 号：F224[经济管理—国民经济] F840