一类带扰动含副索赔离散模型的几个破产问题  

SEVERAL RUIN PROBLEMS OF A DISCRETE TIME RISK MODEL WITH DIFFUSION AND BY-CLAIMS

作　　者：易亚利[1,2] 胡源艳[2] 欧诗德[1] 

机构地区：[1]玉林师范学院数学与信息科学学院,广西玉林537000 [2]武汉大学数学与统计学院,湖北武汉430072

出　　处：《数学杂志》2013年第4期709-716,共8页Journal of Mathematics

基　　金：2013年广西自然科学基金项目资助(2013GXNSFAA019012);2011年玉林师范学院青年项目资助(2011YJQN06)

摘　　要：本文研究了带一维扰动且含副索赔离散模型中的破产问题.利用递归等方法,得到了该模型下的破产前瞬时赢余和破产赤字联合分布的递推公式,以表明保险公司的破产严重状况,推广了不带扰动的风险模型中相应的结论.This paper researches several ruin problems in the risk model including disturbance and a class of by-claim. By using recursive methods, the recursive formulas of joint distribution of the surplus immediately before ruin and deficit at ruin is evaluated to describe the ruin severity of insurance companies, which generalize those in the delayed claims risk model without diffusion. Keywords： claims; disturbance; surplus immediately before ruin; deficit at ruin

关 键 词：索赔 扰动 破产前瞬时赢余 破产赤字 

分 类 号：O212.1[理学—概率论与数理统计]