摘要
由于保险公司风险经营规模不断扩大,用单一险种的风险模型来描述风险过程存在局限性,文章建立了保费收入为复合泊松过程的风险模型;讨论了带干扰的多险种风险模型;得出伦德伯格不等式和最终破产概率公式。
With continuous expanding of the risk operation＇s scale of insurance companies, the generalized risk model shows some limitations. The multiple line risk model is constructed in this paper. In the model, the premium income is defined as a compound Poisson process. Then the Lundberg inequality and the formula of the ruin probability are obtained.
出处
《合肥工业大学学报（自然科学版）》
CAS
CSCD
北大核心
2006年第3期376-378,共3页
Journal of Hefei University of Technology：Natural Science
关键词
多险种
鞅
伦德伯格不等式
破产概率
multiple line
martingale
Lundberg inequality
ruin probability
