摘要
根据现实环境中保险公司的经营情况,由于在一定时间段内,利率比较稳定,因此考虑的利率为常利率.在考虑常利率及通货膨胀率下研究了带投资的多险种风险模型的破产概率,运用鞅方法得出了此模型最终破产概率满足的一般表达式.
According to the operating condition of insurance company in our daily life,the interest rate is stable in a certain time,so the interest rate considered is constant. The ruin probability of multiple-type insurance risk model with interest rate and investment is studied. The formula of ultimate ruin probability of this model is given by the method of martingale.
出处
《江西师范大学学报（自然科学版）》
CAS
北大核心
2015年第3期286-289,共4页
Journal of Jiangxi Normal University(Natural Science Edition)
基金
广东省科技计划课题(2012B010100044)
东莞市高等院校科研机构科技计划课题(2012108102031)资助项目
关键词
利率
投资
多险种
破产概率
interest rate
investment
multiple-type insurance
ruin probability
