保险公司破产模型研究

The Ruin Model of Insurance Company

在确定的资金利率和通货膨胀率下，构造了一个一般的盈余过程，推广了[2]的结果，从而使保险公司破产概率更具实际意义，并可作为保险公司予警系统的重要指标。

In this paper, we establish a general surplus process under certain assets rate of interest and certain rate of inflation, extend the result of [2] so that the probability of ruin has more significance in practice. This model proPse an important prewarning index of insure company.