一类多险种风险模型的破产概率  

The Ruin Probability of a Multi-risk Model

作　　者：孙歆 SUN Xin(School of Science,Guizhou University of Engineering Science,Bijie,Guizhou551700,China)

机构地区：[1]贵州工程应用技术学院理学院,贵州毕节551700

出　　处：《贵州工程应用技术学院学报》2022年第3期7-11,共5页Journal of Guizhou University Of Engineering Science

基　　金：贵州省教育厅青年人才成长项目“几类风险模型的破产问题研究”,项目编号:黔教合KY字[2020]144。

摘　　要：考虑索赔过程是平稳无后效流的多险种风险模型,在索赔额的分布是长尾分布时,得到有限时间破产概率和无限时间破产概率的渐近表达式,推广了相关文献的结论。We consider a multi-risk model which the claim surplus process is a stationary stream of random events with independent increments.When the distribution of the claim sizes have long tailed distributions,we obtain the ruin probability of the finite time and the infinite time,and extend the results in related reference.

关 键 词：多险种风险模型 破产概率 长尾分布 

分 类 号：O17[理学—数学]