一类双险种Poisson风险模型的破产前瞬间盈余  

The surplus immediately before ruin in the double-type insurance Poisson risk model

作　　者：侯致武[1] 乔克林[2] 

机构地区：[1]延安大学西安创新学院理工系,陕西西安710100 [2]延安大学数学与计算机科学学院,陕西延安716000

出　　处：《陕西理工学院学报（自然科学版）》2013年第2期62-66,共5页Journal of Shananxi University of Technology:Natural Science Edition

基　　金：陕西省教育厅自然科学基金资助项目(2010JK914)

摘　　要：研究了一类随机保费下带常利率、保费随机到达且可能发生两类索赔的双复合Poisson风险模型的破产问题,利用离散的方法分析得到了该模型下破产前瞬间盈余分布的级数展开式及其所满足的积分方程,此结论有利于投保人全面的了解保险公司的偿付能力,从而为公司制定发展战略和考虑融资决策提供依据。The paper studies ruin problems of constant interest rate, random premium arrival and possi- ble two claims with a double-type risk model Poisson. Using discrete method, the series expansion and its inte- gral equation of the surplus immediately before ruin are obtained. This conclusion is conducive to a compre- hensive understanding of the insured＇s insurance company solvency, so as to take into account the company development strategies and financing decisions.

关 键 词：利率 风险模型 复合POISSON过程 随机保费 破产前瞬间盈余 

分 类 号：O211.9[理学—概率论与数理统计]