常利率复合二项双险种风险模型的研究  

Study on the Two Double Type- Insurance Compound Binomial Risk Model with Constant Interest Rate

作　　者：乔克林[1] 乔小宁 曹振江[1] 

机构地区：[1]延安大学数学与计算机学院,陕西延安716000

出　　处：《数学的实践与认识》2014年第19期81-89,共9页Mathematics in Practice and Theory

基　　金：陕西省教育厅自然科学基金(2013JK0576);陕西省高水平大学建设专项资金资助项目(2012SXTS07)

摘　　要：提出了含利率因素的复合二项双险种风险模型,并在有关假设的基础上,给出了此模型下保险公司稳定经营的必要条件;证明了索赔时刻的盈余过程是一马氏过程和调节系数的存在性,并采用递归方法得到了模型的破产概率的上界估计.Two double type insurance risk model with interest rate factor was present. Based on the relevant assumptions, the necessary condition of stable operation of insurance companies was given in this model. Firstly surplus process in moments of claim, which is a Markov chain, and the existence of the adjustment coefficient were proved. Then the upper bound of the ruin probabilities for this model was obtained by recursive method.

关 键 词：利率 双险种 复合二项风险模型 破产概率 

分 类 号：O212.1[理学—概率论与数理统计] F840.4[理学—数学]