多险种风险模型下的时间盈余过程

On the time surplus process based on the multi-risk model

文章提出了一种研究多险种风险模型的新思路,构造了一个多险种风险模型下的时间盈余过程,从另外一个新的方面给出了破产概率定义,得到了初始时间盈余为v的破产概率ψ(v)的精确表达式,并在此方面做了初步的探讨。

The paper considers the ruin probability of an insurance company from the increasing speed of the insurance fee. A -dine surplus process based on the multi-risk model is constructed, and a defini- tion of the ruin probability is presented from a new viewpoint, and then the accurate expression of the ruin probability φ（v） is obtained as the initial time surplus is v. The application of the time surplus process is described.