随机利率因素的破产模型

The ruin model with stochastic intrerest

在一般化破产模型的基础上,进一步考虑了随机利率的破产模型,使得相应的破产概率更加具有实际意义,可作为保险公司预警系统的一个重要指标.

On the basis of general ruin model,the ruin model with stochastic interest is considered so that the probability of ruin has more significance in practice.The model proposes an important prewarning index of insurance company.