稀疏过程在变破产下限风险模型中的应用

The application of thinning process in the risk model with the limit of ruin in variation

研究了一类带稀疏的变破产下限风险模型,保单到达是强度为λ的Poisson过程,退保、保单的非正常索赔以及正常索赔过程分别是关于保单到达过程的p1—稀疏过程、p2—稀疏过程和p3—稀疏过程,文章给出了相应的破产概率应满足的不等式,并讨论了变破产下限f(t)为特殊形式的情况。

This paper considers a risk model with the limit of ruin in variation,where the term policy arrival intensity follows a Poisson process of λ.The occurrence of refunding,the abnormal claim and normal claim are respectively relate to the policies arrival process of p1 thinning process,p2 thinning process and p3 thinning process.The paper gives the inequality of the probability of ruin,and discusses the circumstance when f（t） with the limit of ruin in variation is in special form.