摘要
研究了一类索赔到达计数过程为相依点过程的双险种风险模型.先将两个相依索赔总额转化为相互独立的索赔总额,并得出在PO ISSON情形下,可以转化为古典风险模型,从而可以利用现成的结果给出破产概率.
In this paper we consider a double type-insurance risk model whose claims number processes are dependent. We show that two correlated aggregate claims can he converted to two independent aggregate claims. The special case of Poisson process is discussed.
出处
《数学的实践与认识》
CSCD
北大核心
2006年第2期42-45,共4页
Mathematics in Practice and Theory
基金
国家自然科学基金项目"保险风险随机模型的研究"资助
编号:10371133(2004.1~2006.12)
关键词
相依
独立
破产概率
correlated aggregate claims
independent aggregate claims
ruin probability
