容忍最小收益下变保费率的更新风险模型

Tolerance Smallest Income Changing the Insurance Premium Rate Renewal Risk Model

经典的风险模型在研究破产概率时,定义的破产时刻为盈余过程首次取负值的时刻,而讨论低于某一限度时的时刻为破产时刻更有实际的意义.本文将这一限度定义为容忍最小收益,首先讨论了容忍最小收益下变保费率的更新风险模型最终的破产概率;并进一步讨论了它在大索赔情形下有限时间内的破产概率的性质.

The classical risk model defines the ruin probability that is the earning process which takes negative value for the first time when we research ruin probability, but discuss the lower thansome limit time to have the actual significance. This artical defines the limit as the tolerance smallest income for the first time, first discusses the risk model final probability and further the finite time ruin probability nature.