洛阳师范学院学报
洛暘師範學院學報
락양사범학원학보
Journal of Luoyang Teachers College
2012年
8期
15~17
,共null页
盈余过程 破产概率 利息强度
盈餘過程 破產概率 利息彊度
영여과정 파산개솔 이식강도
surplus process; ruin probability; interest rate
建立了利息强度随时间连续变化，索赔额分布服从Pareto分布，索赔次数为更新过程的风险模型．获得了保险公司的有限时间破产概率的近似表达式．
建立瞭利息彊度隨時間連續變化，索賠額分佈服從Pareto分佈，索賠次數為更新過程的風險模型．穫得瞭保險公司的有限時間破產概率的近似錶達式．
건립료이식강도수시간련속변화，색배액분포복종Pareto분포，색배차수위경신과정적풍험모형．획득료보험공사적유한시간파산개솔적근사표체식．
A renewal process risk model is built in this paper. In this model, the force of interest vanes con- tinuously with time, the distribution of the claim size follows Pareto distribution, the number of the claim times con- forms to renew process, and obtains an approximate expression of the finite time and infinite time ruin probability of the insurance company.
