汽车保险的广义泊松过程模型

THE GENERALIZED POISSON PROCESS MODEL OF AUTOMOBILE INSURANCE

本文针对汽车保险中多车辆相撞事故的理赔建立起广义泊松过程模型,利用概率母泛函给出了其理赔总量在(0,t]内的均值与方差,并基于鞅分析方法证明了其破产概率的Lundberg不等式.

This article discusses the collective claims in the accidents of multiple vehicles collisions. In view of this situation we established the generalized Poisson process model. Using the probability generating functional,the mean and the variance of the sums of claims in （0,t]is given. The Lundberg inequality under this model is also proved based on the martingale theory.