摘要
将保险费收到的次数看作是复合泊松过程,将每次收到的保险费看作服从指数分布的随机变量,并考虑了附加保险费,从而对古典的破产模型进行了推广,并给出了相应的破产概率的上界,分析了破产概率的上界与索赔额、净保费、准备金、附加保费率之间的关系。
In this paper, a classical ruin model with additional premium is improved, considering the times that premium is received a compound poisson process and premium a random variable following exponential distribution.The upper bound of ruin probability is appropriately obtained.
出处
《广东工业大学学报》
CAS
2003年第2期97-100,共4页
Journal of Guangdong University of Technology
关键词
保险精算
破产概率
附加保费
复合泊松过程
指数分布
insurance actuarial
ruin probability
additional premium
compound poissson process
exponen-tial distribution
