索赔为批量到达的保险风险模型

Insurance Risk Models With Batch Claim

在经典风险模型基础上,把索赔到达过程Nt加以推广为 ,得到索赔为批量到达风险模型Rt=u+ 的最终破产概率φ(u)(其中 ,以下同),以及φ(u)满足的Lundberg不等式.然后就Yj,Xi在特殊情况下给出具体表达式.

In this paper, the author studies the kind of insurance risk model with batch claim Rt=u , gets the formula and the Lundberg inequality of ruin probability φ(u) , and finally obtains the concrete formula when Yj, Xj are specific situations.