摘要
研究时间盈余风险模型中再保险对调节系数或破产概率的影响,分别讨论了理赔分布为均匀分布和指数分布时,调节系数或破产概率与自留水平的关系,并得到相应的表达式.
The affection of reinsurance on the adjustment coefficient or ruin probability of the risk model of time surplus is proposed,the relationship separately between the adjustment coefficient or ruin probability and the retention when claim distribution is even distribution or exponential distribution is discussed,gains some corresponding formula.
出处
《云南大学学报(自然科学版)》
CAS
CSCD
2004年第B07期1-4,共4页
Journal of Yunnan University(Natural Sciences Edition)
基金
云南大学理(工)校级科研资助项目(2002Q020SL).