摘要
在引入常利率因素的基础上,讨论了当保险费率按公司的盈余进行适当调整时的风险模型,并且得到了当盈余低于某个下限时,保险公司适当提高保费的破产概率.
Considering the constant interest force, the ruin probability is obtained when the premium is adjusted according to the surplus. A model is set up, in which the premium will become higher if the surplus is reduced to a certain lower bound for the first time.
出处
《云南大学学报（自然科学版）》
CAS
CSCD
北大核心
2006年第2期103-107,共5页
Journal of Yunnan University(Natural Sciences Edition)
基金
云南大学理(工)科校级科研基金资助项目(2002Q020SL)
云南省自然科学研究基金资助项目(2003F0015M)
关键词
利率
破产概率
泊松过程
constant interest force
ruin probability
Poisson process
