辽宁工程技术大学学报(自然科学版)
遼寧工程技術大學學報(自然科學版)
료녕공정기술대학학보(자연과학판)
JOURNAL OF LIAONING TECHNICAL UNIVERSITY NATURAL SCIENCE EDITION
2013年
3期
425-428
,共4页
双险种%风险模型%综合利率%退保事件%相互独立%调节系数%破产概率%干扰项
雙險種%風險模型%綜閤利率%退保事件%相互獨立%調節繫數%破產概率%榦擾項
쌍험충%풍험모형%종합리솔%퇴보사건%상호독립%조절계수%파산개솔%간우항
double insurance%risk model%integrated rate%surrender events%mutually independent%adjustment coefficient%ruin probability%interference
针对退保事件的发生对风险模型破产概率的影响.建立综合利率下考虑退保事件发生的含干扰项的多险种风险模型.分析研究了模型盈余过程及调节系数 R 的性质,并求得了该模型的破产概率上界,为风险投资者对投资项目破产概率的估计和预测具有一定的指导意义.
針對退保事件的髮生對風險模型破產概率的影響.建立綜閤利率下攷慮退保事件髮生的含榦擾項的多險種風險模型.分析研究瞭模型盈餘過程及調節繫數 R 的性質,併求得瞭該模型的破產概率上界,為風險投資者對投資項目破產概率的估計和預測具有一定的指導意義.
침대퇴보사건적발생대풍험모형파산개솔적영향.건립종합리솔하고필퇴보사건발생적함간우항적다험충풍험모형.분석연구료모형영여과정급조절계수 R 적성질,병구득료해모형적파산개솔상계,위풍험투자자대투자항목파산개솔적고계화예측구유일정적지도의의.
@@@@In terms of the impact of surrender events on the ruin probability in a risk model, this paper has established a new multi-insurance risk model with the consideration of the composite interest rate, the surrender events and the disturbance terms. The paper has investigated the nature of surplus process and the nature of the adjustment coefficient of R, and obtained the upper bound of ruin probability. The study results provide some guidance for risk investors to estimate and predict the ruin probability of their investment projects.
