集束索赔对破产概率的影响(英文)

Effects which are from Batches of Claims on Ruin Probability

考虑了具有集束索赔的带干扰的风险过程,并且这一模型与带干扰的复合Poisson模型进行比较.在单位时间的赔偿总额均值相等的条件下,前者的生存概率严格小于后者.

The perturbed risk model, whose claims occur in batches, is considered and compared with the perturbed compound Poisson model. When the two risk models above have the same premium income rate and the same rate of the mean expenditure paid for claims, the survival probability of the model whose claims occur in batches are less than those of the common model.