一类双险种时间盈余风险模型的破产概率
Ruin probability for a time-surplus risk model with two-type-risk insurance
云南民族大学学报:自然科学版,2016,25(1):57-60

夏梓祥 XZX

摘要


研究了理赔额达到某一值时理赔次数服从Poisson过程的双险种时间盈余风险模型,并求出该模型的调节系数、破产概率以及破产概率上界. This paper studies a time-surplus risk model with two-type-risk insurance, where the number of claims is subject to a Poisson process when the claim amount reaches a certain value, and calculates the adjustment coefficient, the ruin probability and its upper bound for the model.

参考



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