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[1]林清华.索赔为稀疏过程的二维风险模型的破产概率[J].集美大学学报(自然科学版),2011,16(6):467-470.
　LIN Qing-hua.Ruin Probability in Two-dimensional Risk Model for Claims as a Thinning Process[J].Journal of Jimei University,2011,16(6):467-470.
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索赔为稀疏过程的二维风险模型的破产概率(PDF)

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《集美大学学报（自然科学版）》[ISSN:1007-7405/CN:35-1186/N]

卷:: 第16卷
期数:: 2011年第6期

页码:: 467-470

栏目:: 数理科学与信息工程

出版日期:: 2011-11-25

文章信息/Info

Title:: Ruin Probability in Two-dimensional Risk Model for Claims as a Thinning Process

作者:: 林清华; (福州教育学院,福建福州 350001)

Author(s):: LIN Qing-hua; (Fuzhou Institute of Education,Fuzhou 350001,China)

关键词:: Poisson-Geometric过程; 破产概率; 鞅; 调节系数

Keywords:: compound Poisson-Geometric process; ruin probability; martingale; adjustment coefficient

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摘要:: 研究了二维风险模型，其中保单到达是复合Poisson-Geometric过程，且索赔发生是保单到达过程的q-稀疏过程.对二维模型定义了3种不同的破产概率，并运用一维风险模型的相关理论得到了 3种破产概率的明确表达式或者上界

Abstract:: A two-dimensional risk model was considered,where the arrival of policies was compound Poisson-Geometric process and the arrival of the claims followed a q-thinning process of the arrival of policies.The three kinds of ruin probabilities were defined,and by using the results of one-dimensional risk model,the explicit ruin probabilities or the upper bounds were obtained.

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更新日期/Last Update: 2018-06-13