理赔延迟发生生存概率对比分析

Contrastive Analysis on Survival Probabilities for Time-correlated Claims

研究符合复合二项模型的一系列理赔风险过程的破产概率.每一个主理赔可能引起一个次理赔,且次理赔可延迟发生.特别针对次理赔延迟两个周期发生时,得到最终生存概率的递推公式及数据分析.

The ruin probability for a risk process which accorded with the compound binomial model is researched. Since every main claim will produce a by-claim, and the occurrence of the by- claim may be delayed, the generating function for ultimate survival probabilities and data analysis are obtained when a by-claim delays for two cycles.