单险种风险模型的另一种推广  

Another expansion of single type of insurance risk model

作　　者：刘春生[1] 赵清贵[2] 

机构地区：[1]中南大学数学学院,湖南长沙410075 [2]重庆文理学院数学与统计学院,重庆永川402160

出　　处：《重庆文理学院学报（自然科学版）》2010年第1期17-19,共3页Journal of Chongqing University of Arts and Sciences

摘　　要：经典风险模型中,单位时间所收到的保费相同,索赔是一个随机过程,然而在实际收取保费的过程中,不同单位时间所收到的保费往往不一样,所以,在目前的经典模型的推广中,已经有将保费的收取推广为混合随机收取的情况.本文主要是在已有的上述推广模型的基础上,将索赔推广为随机索赔混合的情况,得到了风险模型最终破产概率所满足的Lundberg不等式及其一般表达式.In the classical risk model, the unit time of the premiums received by the same claim is a random process, but in the actual process of collecting premiums, different units of time often don＇ t receive the same premium, so at present, the promotion of the classical model, the premium would have been to pro- mote the collection of mixed random collection of circumstances. This article has been mainly in the promotion of the above - mentioned classical model on the basis of the claim to promote a mixture of random claims, the risk model by the probability of bankruptcy by the end of the Lundberg inequality, as well as to meet its general expression.

关 键 词：经典模型 随机索赔 风险模型 

分 类 号：O29[理学—应用数学]