On the Insurance Risk Models of CeneralArrival of Claims with Constant Interest Force  

作　　者：ZHANGDe-ran MAOShi-song 

机构地区：[1]Dept.ofMath.FuyangTeachersCollege,AnhuiFuyang236032China[ [2]Dept.ofStar，EastChinaNormalUniv.Shanghai200062,China

出　　处：《应用数学》2004年第2期192-196,共5页Mathematica Applicata

摘　　要：In this paper, we discuss the insurance risk models of general arrrival of claims with con-stant interest force, prove that the surplus process {Xб(Tn), n≥0} at claim occurrence times T. is ahomogeneous Markov skeleton one,and give the distribution of surplus assets prior to and ruin andthe joint distrubutions of the ruin time and them.

关 键 词：常利率风险模型 MARKOV骨架过程 余额分布 联合分布 保险理赔 

分 类 号：F840[经济管理—保险] O211.62