摘要
本文讨论一类人寿保险的风险过程,其中保单到达服从齐次Poisson过程,而描述退保及索赔发生的计数过程分别为这一过程的q-稀疏与p -稀疏.对此模型给出其破产概率的具体上界,并与其它一类风险模型进行比较.
In this paper we'll discuss a risk process for life risk models,where the arrival of the term policies follows a Poisson process,and the occurrence of refunding and the claim happen as the q-thinning process and the p-thinning process of the arrival process respectively.For this model,we'll obtain its upper bound of the eventuall ruin probability and make a comparision with other risk model.
出处
《数学理论与应用》
2005年第1期35-38,共4页
Mathematical Theory and Applications
