摘要
研究了一类保费收入过程为平稳无后效流过程、理赔到达为更新过程的风险模型,得到了在索赔额服从指数分布情况下模型的最终破产概率和有限破产时刻的数字特征。
In the paper, a kind of insurance risk model is studied under the condition that the premium arrival process is a finite stream of random events with independent increments, and the claims arrival process is a general renewal process. The ruin probability and the digital characteristics of the finite time to ruin in the case of exponential claims amount are obtained.
出处
《河南科学》
2008年第1期22-24,共3页
Henan Science
基金
河南大学自然科学基金项目(06YBZR029)
关键词
风险模型
平稳无后效流过程
有限破产时刻
破产概率
risk model
a finite stream of random events with independent increments
the finite time to ruin
ruin probability
