一类随机保费下带利率的双险种风险模型的破产问题  

Ruin Problems of a Double Type-Insurance Risk Model with Random Premium and Constant Interest

作　　者：乔克林[1] 侯致武[1] 

机构地区：[1]延安大学数学与计算机科学学院,陕西延安716000

出　　处：《河南科学》2011年第9期1013-1016,共4页Henan Science

基　　金：陕西省教育厅自然科学基金(2010JK914);延安大学教改项目(YDJG10-02)

摘　　要：研究了一类随机保费下带常利率的特殊双险种风险模型的破产问题,利用递归方法,得到了该模型下破产前最大盈余分布和最小盈余分布的递推表达式及所满足的积分方程.此结论有利于保险公司合理调度资金,增强公司的偿付能力.A special double-insurance type risk model whose premium is a stochastic process with constant interest was studied. The recursive formulas and its integral equations of the distribution of the supremum surplus and minimum surplus before ruin were obtained by using the recursion method. This conclusion is conducive to rational management of insurance company funds, enhance the company＇s solvency.

关 键 词：常利率 双险种 风险模型 最大盈余 最小盈余 

分 类 号：O211.67[理学—概率论与数理统计]