一类基于进入过程保险风险模型的破产概率

数学季刊 ›› 2011, Vol. 26 ›› Issue (2): 239-244.

一类基于进入过程保险风险模型的破产概率

1. College of Mathematics and Information Science, Northwest Normal University2. College of Science, Nanjing University of Posts and Telecommunications

收稿日期:2007-11-28 出版日期:2011-06-30 发布日期:2023-05-04
作者简介:XIAO Hong-min(1967-), female, native of Lintao, Gansu, an associate professor of Northwest Normal University, Ph.D., engages in applied stochastic processes and insurance mathmatics; TANG Jia-shan(1968 ), male, native of Tianchang, Anhui, a professor of Nanjing University of Posts and Telecommunications, Ph.D., engages in probability theory, applied stochastic processes, queneing system and signal and information processing.
基金资助:
Supported by the Grant to Supervisors of Postgraduates with Universities in Gansu Province(1001-10)；

Ruin Probability of One Kind of Entrance Processes Based Insurance Risk Models

1. College of Mathematics and Information Science, Northwest Normal University2. College of Science, Nanjing University of Posts and Telecommunications

Received:2007-11-28 Online:2011-06-30 Published:2023-05-04
About author:XIAO Hong-min(1967-), female, native of Lintao, Gansu, an associate professor of Northwest Normal University, Ph.D., engages in applied stochastic processes and insurance mathmatics; TANG Jia-shan(1968 ), male, native of Tianchang, Anhui, a professor of Nanjing University of Posts and Telecommunications, Ph.D., engages in probability theory, applied stochastic processes, queneing system and signal and information processing.
Supported by:
Supported by the Grant to Supervisors of Postgraduates with Universities in Gansu Province(1001-10)；

摘要/Abstract

摘要： In this note, one kind of insurance risk models with the policies having multiple validity times are investigated. Explicit expressions for the ruin probabilities are obtained by using the martingale method. As a consequence, the obtained probability serves as an upper bound for the ruin probability of a newly developed entrance processes based risk model.

关键词: insurance risk model, entrance process, ruin probability, upper bound, martingale method

Abstract: In this note, one kind of insurance risk models with the policies having multiple validity times are investigated. Explicit expressions for the ruin probabilities are obtained by using the martingale method. As a consequence, the obtained probability serves as an upper bound for the ruin probability of a newly developed entrance processes based risk model.

Key words: insurance risk model, entrance process, ruin probability, upper bound, martingale method

中图分类号:

O211.67

肖鸿民, 唐加山. 一类基于进入过程保险风险模型的破产概率[J]. 数学季刊, 2011, 26(2): 239-244.

XIAO Hong-min, TANG Jia-shan. Ruin Probability of One Kind of Entrance Processes Based Insurance Risk Models [J]. Chinese Quarterly Journal of Mathematics, 2011, 26(2): 239-244.

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