一个风险模型的生存概率  

The Survival Probability of A Risk Model

作　　者：罗建华[1,2] 宋熠[1] 

机构地区：[1]中南林业科技大学理学院 [2]中南林业科技大学数理研究所,湖南长沙410004

出　　处：《中南林业科技大学学报》2009年第3期138-141,153,共5页Journal of Central South University of Forestry & Technology

基　　金：中南林业科技大学青年基金项目(2005-101-0257)

摘　　要：研究了保费率随机、保费收取过程是一个Poisson过程,而索赔计数过程是其稀疏过程的风险模型,给出了生存概率的积分表示,并在指数分布的情况下求出了无限时间生存概率的具体表达式.In this paper, the classical Lundberg-Cramr risk model is generalized to a new risk model in which the rate of premium income is regarded as a random variable, the arrival of insurance policies is a Poisson process and the process of claim occurring is a p-thinning process. The integral expressions of the survival probability are given. The explicit formula of the survival probability for the infinite interval is obtained in a special case-exponential distribution.

关 键 词：数学 风险模型 复合POISSON过程 稀疏过程 生存概率 积分表达式 

分 类 号：O211.67[理学—概率论与数理统计]