摘要
考虑保险公司同时经营多种不同质风险的情况,随机化处理保费收入过程,并将(0,t]时间段内理赔发生的次数过程{N(t)}t 0看成是保单到来数{M(t)}t 0的稀疏过程,得到了破产概率ψ(u)的公式和相关不等式,分析了其经济意义.
This paper presents a multi-type risk model,assuming that the number of premium income is a random variable and the claim number random process is a sparse process of the number. Then inequali- ty and the formulas of the probabilities of are obtained.
基金
安徽省教育厅社科基金资助项目(sk2005252)
关键词
多质风险模型
过程
稀疏过程
鞅
破产概率
Multi-type risk model
Poisson process
sparse process
Martingale
Ruin probability
