期刊文献+

多因素影响下的三非齐次Poisson风险模型 被引量:1

An Insurance Model with Three Non-homogeneous Poisson Processes
下载PDF
导出
摘要 本文研究了一类非齐次Poisson风险模型,考虑了干扰、随机收益和退保情况.模型中的投保过程、理赔过程以及退保过程均为非齐次Poisson过程. In this paper, we consider an insurance model involving three non - homogeneous Poisson processes and study the corresponding ruin probability, where the three non - homogeneous Poisson processes describe the premium incomes, the claim payments and the insurance surrenders respectively.
作者 李棵 赵晓芹
出处 《数学理论与应用》 2013年第1期77-81,共5页 Mathematical Theory and Applications
关键词 非齐次Poisson过程 破产概率 Non-homogeneous Poisson Process Ruin Probability Martingale
  • 相关文献

参考文献3

二级参考文献7

共引文献1

同被引文献10

  • 1GerberHU著.成世学.《数学风险轮导论》,严颖译,北京:世界图书出版公司,1997年.
  • 2Boikov,A.V. ,The Cram6r Lundberg model with stochastic premium process. Theory of Probability and its pplications,2003,47, pp.489-493.
  • 3Wang, G. Wu, R, Distribution for risk process with astochastic return on investments. Stochastic process 2001. 85. pp.329-341.
  • 4Yuen , K. C. et al ,Ruin probabilities for a risk process with stochastic return on investment. Stochastic Proc. Appl . , 2004, 110.pp.259 - 341.
  • 5Diasparra M A, Romera R, Bounds for the ruin probability of a discrete-time risk process, J. Appl. Probab. , 2009.46.pp.99--112.
  • 6Christian Irgens, Jostein Paulsen, Optimal controlof risk exposure, reinsur- ance and investments for insurance portfolios, Insurance: Mathematics and Economics 2004.35.pp. 21 - 51.
  • 7Liang Z., Guo J., Upper bound for ruin probabilities under optimal investment and proportional reinsurance, Applied Stochastic model in business and Industry,2007.23.pp.63-71.
  • 8黎锁平,刘琪.投资和干扰具有随机保费的离散风险模型[J].高校应用数学学报(A辑),2009,24(1):9-14. 被引量:20
  • 9聂高琴,刘黎明.一类带干扰的双险种风险模型[J].统计与决策,2009,25(17):160-161. 被引量:8
  • 10赵金娥,王贵红,龙瑶.理赔次数为复合Poisson-Geometric过程的风险模型[J].西南大学学报(自然科学版),2013,35(3):78-83. 被引量:13

引证文献1

二级引证文献1

相关作者

内容加载中请稍等...

相关机构

内容加载中请稍等...

相关主题

内容加载中请稍等...

浏览历史

内容加载中请稍等...
;
使用帮助 返回顶部