一类具有免赔额问题的破产概率

The ruin probability of a bankrupt problem with deductible

研究了原保险公司与再保险公司的破产概率的估计问题.推广了Cramer-Lundberg经典风险模型相关的结果,得到了原保险公司破产概率的精确表达式,并且证明了再保险公司的破产概率与免赔额上限无关.

The bankrupt problems of the original insurance company and the reinsurance company are studied in this paper. The related results of the Lundberg-Cramer classical risk model are extended. The precise expression of the ruin proba- bility of original insurance company is gained, and what the ruin probability of the reinsurance company has nothing to do with the upper bound of deductible is proved.