摘要
由于保险公司经营规模的扩大和保险业务经营受货币利率的影响,用原来的古典风险模型来描述风险经营的过程已存在局限性.我们构造了常利率下两险种的风险模型,利用后项微分法和Lap lace变换,给出了破产概率Ψδ(u)的积分方程和破产概率Lap lace变换表达式,以及Ψδ(0)的确切值.
The scale of the business expands incessantly and the types of insurance increase. Considering the limitation of classical risk model and other generalized risk models, the two-insurance risk model in constant force of interest has been constructed, makes it influence the practical problems and benefit the business of insurer. The ruin probability ψδ（u） is studied, we also estimate ψδ（u） and Laplace transforms of ψδ（u） .
出处
《安徽大学学报（自然科学版）》
CAS
北大核心
2006年第1期7-10,共4页
Journal of Anhui University(Natural Science Edition)
关键词
破产概率
风险模型
利率强度
ruin probability
risk model
force of interest
