引用本文: | 张飞涟,李兵.具有多类索赔到达保险风险模型的破产问题.[J].国防科技大学学报,2002,24(4):96-99.[点击复制] |
ZHANG Feilian,LI Bing.Ruin Problems for Insurance Risk Models with Varied Kinds of General Arrivals of Claims[J].Journal of National University of Defense Technology,2002,24(4):96-99[点击复制] |
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具有多类索赔到达保险风险模型的破产问题 |
张飞涟1, 李兵2 |
(1.中南大学 土木建筑学院,湖南 长沙 410075;2.国防科技大学 理学院,湖南 长沙 410073)
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摘要: |
应用Markov骨架过程的方法和补充变量技巧研究了索赔为多类一般到达的保险风险模型,分别得到了破产时间与破产时刻前后资产盈余的联合分布以及破产时间的分布。使得索赔为一般到达的保险风险问题的研究取得了较大的进展。 |
关键词: 索赔 盈余过程 Markov骨架过程 |
DOI: |
投稿日期:2002-03-11 |
基金项目:铁道部科教司课题资助(2000F9) |
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Ruin Problems for Insurance Risk Models with Varied Kinds of General Arrivals of Claims |
ZHANG Feilian1, LI Bing2 |
(1.College of Civil Architectural Engineering, Central South University, Changsha 410075, China;2.College of Science, National Univ. of Defense Technology, Changsha 410073, China)
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Abstract: |
We study the insurance risk models with varied kinds of general arrivals of claims by using the method of Markov skeleton processes and the supplementary variables technique, and get the distribution of the ruin time and the joint distributions of the ruin time and the surplus assets prior to and at ruin. So much progress has been made in the study of the insurance risk problems with general arrivals of claims. |
Keywords: claim surplus process Markov process |
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