带干扰的多保单风险模型的有限时间破产概率渐近估计
发布时间：2018-12-09 08:21
【摘要】：我们知道风险理论已经有百余年的历史了,而破产论作为其重要的一部分已经发展成用数学的模型描述以及研究保险公司所面临的风险的一门学科,并取得了很多研究成果,建立了经典的风险模型. 本文以经典的风险模型为基础并加以改进,考虑带有风险扰动的情况,提出了多保单风险模型,在{Ni(t),t≥0),i=1,2,...k是一般更新计数过程的情况下,我们得到了基于破产时间Tsum的有限时间破产概率的渐近估计,同时在其他的假设条件下我们还得到两个保单相减的有限时间破产概率的渐近估计.更进一步,我们在{Ni(t),t≥0),i=1,2,...k是相依的泊松过程条件下,得到了基于破产时间Tmax的有限时间破产概率的渐近估计.
[Abstract]:We know that risk theory has a history of more than 100 years, and bankruptcy theory, as an important part of it, has developed into a discipline that uses mathematical models to describe and study the risks faced by insurance companies, and has achieved a lot of research results. A classical risk model is established. Based on the classical risk model and considering the case with risk disturbance, a multi-policy risk model is proposed in this paper. If {Ni (t), t 鈮，
本文编号：2369080
[Abstract]:We know that risk theory has a history of more than 100 years, and bankruptcy theory, as an important part of it, has developed into a discipline that uses mathematical models to describe and study the risks faced by insurance companies, and has achieved a lot of research results. A classical risk model is established. Based on the classical risk model and considering the case with risk disturbance, a multi-policy risk model is proposed in this paper. If {Ni (t), t 鈮，
本文编号：2369080
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