一类保险风险模型的分红问题  

Ruin Probabilities for a Classes of Risk Model

作　　者：周洪峰[1] 

机构地区：[1]天津大学管理与经济学院,天津300072

出　　处：《南开大学学报（自然科学版）》2013年第2期73-77,共5页Acta Scientiarum Naturalium Universitatis Nankaiensis

摘　　要：研究了一类古典保险风险模型的对偶模型.假定每个随机收益可以导致一个为边界分红策略的情况下的破产时间的拉氏变换.通过对盈余过程在跳时刻的离散骨架氏变换的上下界估计的递推公式,并对特殊随机收益分布,给出了拉氏变换的精确表达式变换得到精算量破产时间的计算方法.A dual model of the classical risk model is considered. Each random income is supposed to induce a random by-income. The by-income may be delayed. The ruin time of the model under barrier dividend strategy is studied. By the analysis of the concrete surplus pro- cess at jump times, the upper and lower bounds of the Laplace transforms are obtained and for- mulas of their recursive equations are given. Finally, when the income distribution is exponen- tial, explicit expression of the Laplace transform of the ruin time is derived.

关 键 词：边界分红策略 延迟 破产时间 递推公式 

分 类 号：O211.6[理学—概率论与数理统计]