对外经贸
對外經貿
대외경무
Heilongjiang Foreign Economic Relations and Trade
2012年
4期
119-120
,共2页
鞅%风险模型%破产概率%赔付率超额再保险
鞅%風險模型%破產概率%賠付率超額再保險
앙%풍험모형%파산개솔%배부솔초액재보험
martingale%risk model%bankruptcy probability%loss ratio reinsurance
基于研究已有的再保险风险模型,建立一类带有干扰项的赔付率超额再保险Poisson风险模型,利用鞅分析的方法证明其破产概率仍满足Lundberg不等式和一般公式,对再保险风险模型进行讨论并对其完善。
基于研究已有的再保險風險模型,建立一類帶有榦擾項的賠付率超額再保險Poisson風險模型,利用鞅分析的方法證明其破產概率仍滿足Lundberg不等式和一般公式,對再保險風險模型進行討論併對其完善。
기우연구이유적재보험풍험모형,건립일류대유간우항적배부솔초액재보험Poisson풍험모형,이용앙분석적방법증명기파산개솔잉만족Lundberg불등식화일반공식,대재보험풍험모형진행토론병대기완선。
We sets up a excess of loss ratio reinsurance poisson risk model with interference by researching the existed reinsurance. The Lundberg inequality and the common formula of the ruin probability are gotten in terms of some techniques from martingale theory. Therefore, this completes the discussion for the reinsurance model.
