二项索赔下保费收取为Poisson过程的破产概率研究
이항색배하보비수취위Poisson과정적파산개솔연구
Research on Ruin Probability of Insurance Charge with Poisson Process Under Binomial Claim
  • 万方数据
    南华大学学报（自然科学版） 남화대학학보（자연과학판）
    JOURNAL OF NANHUA UNIVERSITY(SCIENCE AND TECHNOLOGY)
    2013年 4期 68-70 ,共3页

    王治强%刘冬元

    왕치강%류동원

    Poisson过程%二项过程%破产概率%调节系数 Poisson過程%二項過程%破產概率%調節繫數
    Poisson과정%이항과정%파산개솔%조절계수
    Poisson process%binomial process%ruin probability%adjustment coefficient
    将经典风险模型推广为保费收取为Poisson过程，赔偿次数为二项过程的离散风险模型，讨论了盈余过程的性质，给出了关于破产概率的一个定理和几个推论。
    장경전풍험모형추엄위보비수취위Poisson과정，배상차수위이항과정적리산풍험모형，토론료영여과정적성질，급출료관우파산개솔적일개정리화궤개추론。
    In this paper,we extended the classical risk model to a discrete risk model in which the premium rate was a Poisson process and the number of compensation rate was a binomial process. It discussed the nature of surplus process,gave a theorem about the ruin probability and several inferences.
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