一类更新模型的破产概率  

The Ruin Probability of a Renewal Process Risk Model

作　　者：张英瑞[1] 黄盛[1] 

机构地区：[1]洛阳师范学院数学科学学院,河南洛阳471022

出　　处：《洛阳师范学院学报》2012年第8期15-17,共3页Journal of Luoyang Normal University

摘　　要：建立了利息强度随时间连续变化,索赔额分布服从Pareto分布,索赔次数为更新过程的风险模型.获得了保险公司的有限时间破产概率的近似表达式.A renewal process risk model is built in this paper. In this model, the force of interest vanes con- tinuously with time, the distribution of the claim size follows Pareto distribution, the number of the claim times con- forms to renew process, and obtains an approximate expression of the finite time and infinite time ruin probability of the insurance company.

关 键 词：盈余过程 破产概率 利息强度 

分 类 号：F840[经济管理—保险]