摘要
双Cox风险模型作为经典风险模型的一个推广,在保费的到达和理赔的发生都服从Cox过程的假定下,得到了破产概率的上界.并在假设保单的到达和理赔的发生具有相同的累积强度过程时,给出了破产概率的明确表达式.
Double Cox Risk Model is a generalization of the classical risk model when assume both the arrival of policies and the occurrence of claims are Cox process.A upper bound of the ruin probability is got and a explicit expression of Ψ(u) is given when the arrival of the policies and the occurrence of the claims have the same intensity process.
出处
《云南大学学报(自然科学版)》
CAS
CSCD
2004年第4期275-278,283,共5页
Journal of Yunnan University(Natural Sciences Edition)
基金
云南大学理(工)科校级科研项目资助.