再保险问题风险模型及性质  

The Risk Model and Properties of Reinsurance

作　　者：马少斌 王万军 

机构地区：[1]兰州文理学院数字媒体学院,甘肃兰州730000

出　　处：《兰州文理学院学报（自然科学版）》2017年第6期12-15,共4页Journal of Lanzhou University of Arts and Science(Natural Sciences)

基　　金：兰州文理学院校级项目(2016YB01)

摘　　要：从保险公司的角度研究过程生产的策略,考虑保单到达次数和再保险保单到达次数之间存在相依关系,保单到达数服从以强度为λ的Poisson过程,研究了最终破产概率的一般表达式及破产概率的一个上界.为今后生产中的过程控制提供参考,对与生产线节约成本提供了很好的依据.This paper presents the strategy of process manufacturing from the perspective of insurance company.By taking into account the dependent relationships between the arrival of term policies and the arrival of the claims in insurance business,in which the arrival of term policies follows a Poisson process with intensityλ,after analyzing the new risk model,the formula of ultimate ruin probability and its upper bound of ruin probability are derived.What this paper tries to achieve is providing a reference for process control and cost saving.

关 键 词：POISSON过程 破产概率 过程生产 

分 类 号：O23[理学—运筹学与控制论]