带有投资收益的风险模型下Gerber-Shiu函数及破产概率的渐近估计  

Asymptotic Properties of Gerber-Shiu Function under Risk Model with Investment Return and Ruin Probability

作　　者：王晶晶[1] WANG Jing-jing(School of Mathematics and Statistics,Suzhou University,Suzhou 234000,Anhui,China)

机构地区：[1]宿州学院数学与统计学院,安徽宿州234000

出　　处：《兰州文理学院学报（自然科学版）》2023年第1期25-28,共4页Journal of Lanzhou University of Arts and Science(Natural Sciences)

基　　金：安徽省精品线下开放课程(2019kfkc324);宿州学院科研平台开放课题(2017ykf09);宿州学院线下课程(szxy2021xxkc9);宿州学院重点课程建设研究项目(szxy2018zdkc44)。

摘　　要：考虑到影响保险公司在实际运营中的一些不确定性因素,建立了具有投资收益的一类更新风险模型,并给出该模型下Gerber-Shiu函数所满足的积分-微分方程及破产概率的渐近估计.Considering some uncertain factors affecting the actual operation of insurance companies,a class of renewal risk model with investment return was established,and the integral differential equation satisfied by Gerber-Shiu function and the asymptotic estimation of ruin probability under the model were given in this paper.

关 键 词：风险模型 GERBER-SHIU函数 渐近估计 破产概率 

分 类 号：O211.6[理学—概率论与数理统计]