随机保费的多险种破产模型  

Ruin Model for Multitype-insurance with Stochastic Premium

作　　者：曲中宪[1] 武文华[1] 

机构地区：[1]东北电力大学理学院,吉林吉林132012

出　　处：《东北电力大学学报》2009年第2期59-63,共5页Journal of Northeast Electric Power University

摘　　要：经典风险模型仅仅适应于单位时间保险费为常数的单险种保险情况,而对于带有干扰随机项及随机保费的多险种保险并没有考虑,因此经典模型有局限性。建立了多险种破产模型,经推理论证得到了五个定理,给出了最终破产概率及一个上界,拓展了经典破产模型的应用范围。Classical risk model is fit for the case whose insurance premium in unit time is a constant,but not fit for that whose having a perturbed term and insurance premium is stochastic. So this is a defect of the classical risk model. In this paper, we establish a ruin model of the mulfitype-insuranee. By arguments, we obtain five theorems,give a probability of the ruin and its upper bound and extend the scope of application of the ruin model.

关 键 词：破产概率 破产模型 调节系数 矩母函数 

分 类 号：O212[理学—概率论与数理统计]