摘要
推广了基于保单进入过程的保险风险模型,构造了允许保单在保期内多次索赔的LIG模型,并在保单进入过程为非齐次Poisson过程,索赔额分布属于S族的条件下,得到了有限时间破产概率的渐近等价表达。
An insurance risk model based on the policy entrance process, called as LIG model, was constructed. This model allows a pohcy to claim more than once during its validity-term. Under the basic assumptions of the entrance process is a non-homogeneous Poisson, and the claim size belongs to F, the family of subexponential distributions, an asymptotical equality expression of the finite time ruin probability was obtained.
出处
《山东大学学报(理学版)》
CAS
CSCD
北大核心
2010年第10期122-126,共5页
Journal of Shandong University(Natural Science)
基金
国家自然科学基金资助项目(10861087)
西北师范大学科技创新工程资助项目(NWNUKJCXGC-03-52)