摘要
对一类常利率下带随机保费、保费随机到达且可能发生两类索赔的风险模型的几个精算量的联合分布进行了探讨.利用递推方法,得到了破产前瞬间盈余与破产赤字的联合分布函数表达式及联合分布函数所满足的积分方程,破产前瞬间盈余、破产赤字与破产前赔付时刻最大盈余的联合分布函数表达式及联合分布函数所满足的积分方程.结论不仅使保险精算范围得到进一步拓广,而且如果应用于实际也可为我国金融保险业风险管理提供一些预警指标.
The joint distribution of several actuarial variables of a kind of risk model is discussed,on the condition of constant interest rate,random premium,random arrival time of premium and two kinds of claims may occur.Using recurrence method,the joint distribution function′s expression and its integral equation of the surplus immediately before ruin and deficit at ruin are obtained.Meanwhile,the joint distribution function′s expression and its integral equation of the surplus immediately before ruin,the deficit at ruin and the maximum surplus on claim moment before ruin are obtained.The conclusion not only enlarge the range of insurance actuarial,and if used in actual,can also offer some warning indexes for the risk management of Chinese financial insurance.
出处
《中北大学学报（自然科学版）》
CAS
北大核心
2011年第4期398-404,共7页
Journal of North University of China(Natural Science Edition)
基金
陕西省教育厅自然科学基金资助项目(2010JK914)
延安大学教改项目(YDJG10-02)
关键词
利率
双险种
盈余
赤字
最大盈余
interest
double type-insurance
surplus
deficit
maximum surplus
