常利率下特殊双险种风险模型的破产赤字  

THE BANKRUPTCY DEFICIT OF A SPECIAL DOUBLE TYPE-INSURANCE RISK MODEL WITH CONSTANT INTEREST RATE

作　　者：乔克林[1] 侯致武[2] 李萍[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 [2]延安大学西安创新学院理工系,陕西西安710100

出　　处：《数学杂志》2013年第3期552-558,共7页Journal of Mathematics

基　　金：国家民委科研项目(10ZY03);陕西省自然科学基础研究计划项目(2009JM8004-7);陕西省高水平大学建设专项资金资助项目(2012SXTS06)

摘　　要：本文研究了常利率下的保费为复合计数过程和可能出现两类索赔的特殊双险种风险模型的破产问题.利用递归方法,获得了该模型下破产赤字分布满足的关系式,并得到了其破产赤字分布函数所满足的积分方程,推广了保险精算范围,并且应用于实际也可为我国金融保险业风险管理提供一类预警指标.Under the constant rates of interest rate, we study a special double type-insurance risk model, which the premium is the compound counting process, and may be two kinds of claims. Using the method of recursion, the bankruptcy deficit of relational expression is given, and the integral equation of the bankruptcy deficit function is obtained, which generalize the range of insurance actuarial, and if used in practice, can also offer some warning indexes for the risk management of financial insurance in China.

关 键 词：利率 双险种 破产概率 赤字分布 

分 类 号：O211.9[理学—概率论与数理统计]