一种引入下限函数的广义复合双Poisson风险模型

An introduction of lower limit function generalized composite double Poisson risk model

运用鞅方法,从经典模型出发,根据问题的实际意义,研究一种Poisson风险模型及其破产概率,这种模型充分将公司盈余不为零和多险种这两个方面问题考虑进来,设计出适合消费者投资的方案,并计算出破产概率上界.进而将风险模型作进一步的推广,深入考虑投保人投资的影响因素,将风险模型用于实际问题中,为投保人设计更加广泛的投资环境.

Using the martingale method, from classic model of according to the practical sig- nificance of the problem, this paper studied on a Poisson risk model and the ruin probability. The model fully considered of two problems ： the surpus was not zero and multi-risks, designed the suit consumer investment plan, and calculated the ruin probability. Then made risk mod- el for further promotion, considered policy - holder investment influence factors, applied risk model in practices to design more extensive investment environment.