索赔为一般到达的保险风险模型

Insurance Risk Models with a General Arrival of Claims

本文应用作者们提出和建立的Markov骨架过程方法 ,研究了索赔为一般到达的保险风险模型 ,得到了破产时间分布以及破产时间与破产时刻前后资产盈余的联合分布 .

In this paper, we study this kind of insurance risk models by using the method of Markov skeleton processes, introduced by authors, and get t he distribution of the ruin time and the joint distributions of the ruin time an d the surplus assets prior to and at ruin.