摘要
针对汽车保险中多车辆相撞事故的理赔建立起广义泊松过程模型,利用概率母泛函给出了其理赔总量在(0,t]内的均值与方差,并基于鞅分析方法证明了其破产概率的Lundberg不等式.
This article discusses the collective claims in the accidents of multiple vehicles collisions. In view of this situation the generalized Poisson process model is established. Using the probability generating functional, the mean and the variance of the sums of claims in (0, t] is given. The Lundberg inequality under this model is also proved based on the martingale theory.
出处
《襄樊学院学报》
2004年第2期11-14,共4页
Journal of Xiangfan University
基金
湖北省教育厅重点项目(2003A003)
关键词
广义泊松过程
破产概率
鞅
概率母泛函
Generalized Poisson process
Ruin probability
Martingale
Probability generating functional
