【摘要】：我們知道風(fēng)險理論已經(jīng)有百余年的歷史了,而破產(chǎn)論作為其重要的一部分已經(jīng)發(fā)展成用數(shù)學(xué)的模型描述以及研究保險公司所面臨的風(fēng)險的一門學(xué)科,并取得了很多研究成果,建立了經(jīng)典的風(fēng)險模型. 本文以經(jīng)典的風(fēng)險模型為基礎(chǔ)并加以改進,考慮帶有風(fēng)險擾動的情況,提出了多保單風(fēng)險模型,在{Ni(t),t≥0),i=1,2,...k是一般更新計數(shù)過程的情況下,我們得到了基于破產(chǎn)時間Tsum的有限時間破產(chǎn)概率的漸近估計,同時在其他的假設(shè)條件下我們還得到兩個保單相減的有限時間破產(chǎn)概率的漸近估計.更進一步,我們在{Ni(t),t≥0),i=1,2,...k是相依的泊松過程條件下,得到了基于破產(chǎn)時間Tmax的有限時間破產(chǎn)概率的漸近估計.
[Abstract]:We know that risk theory has a history of more than 100 years, and bankruptcy theory, as an important part of it, has developed into a discipline that uses mathematical models to describe and study the risks faced by insurance companies, and has achieved a lot of research results. A classical risk model is established. Based on the classical risk model and considering the case with risk disturbance, a multi-policy risk model is proposed in this paper. If {Ni (t), t 鈮，

本文編號：2369080