CAJ | 학술논문

本文讨论了带一维扰动且含副索赔离散模型.先求得了这种模型下的破产前瞬时赢余和破产赤字联合分布的递推公式,以表明保险公司的破产严重状况,推广了不带扰动的风险模型相应的结论.然后给出实例以说明它在实际中的应用.
본문토론료대일유우동차함부색배리산모형.선구득료저충모형하적파산전순시영여화파산적자연합분포적체추공식,이표명보험공사적파산엄중상황,추엄료불대우동적풍험모형상응적결론.연후급출실례이설명타재실제중적응용.
Several ruin problems about risk model which includes disturbance and by-claim are discussed. Firstly, the recursive formulas of joint distribution of the surplus immediately before ruin and deficit at ruin is evaluated to describe the ruin severity of insurance companies. The results obtained generalize the corresponding ones for the delayed claims risk model without diffusion. Furthermore, an example is given to illustrate the practical application.