CAJ | 학술논문

风险理论是保险精算学的研究核心内容之一，它主要研究保险业中的随机模型，因此模型的选择在风险理论的研究中起到非常核心的作用。在此研究人员综述了具有投资收益的风险模型下破产问题的最新进展以及主要方法和几个可能的发展趋向。
풍험이론시보험정산학적연구핵심내용지일，타주요연구보험업중적수궤모형，인차모형적선택재풍험이론적연구중기도비상핵심적작용。재차연구인원종술료구유투자수익적풍험모형하파산문제적최신진전이급주요방법화궤개가능적발전추향。
Risk theory is one of the key topics in the research of insurance and actuary affairs. It main focus is put on the stochastic model in insurance, so the model selection plays a central role in the theoretical research. In this paper, researchers summarize the recent development on the ruin problems under the risk model with return on stochastic investment as well as main research methods, and several potential development trends.