中北大学学报（自然科学版）2011，Vol.32Issue(4)：398-404,7.DOI:10.3969/j.issn.1673-3193.2011.04.003
一类风险模型几个精算量的联合分布
Joint Distribution of Several Actuarial Variables of a Kind of Risk Model
摘要
Abstract
The joint distribution of several actuarial variables of a kind of risk model is discussed, on the condition of constant interest rate, random premium, random arrival time of premium and two kinds of claims may occur. Using recurrence method, the joint distribution function's expression and its integral equation of the surplus immediately before ruin and deficit at ruin are obtained. Meanwhile, the joint distribution function's expression and its integral equation of the surplus immediately before ruin, the deficit at ruin and the maximum surplus on claim moment before ruin are obtained. The conclusion not only enlarge the range of insurance actuarial, and if used in actual, can also offer some warning indexes for the risk management of Chinese financial insurance.关键词
利率/双险种/盈余/赤字/最大盈余Key words
interest/ double type-insurance/ surplus/ deficit/ maximum surplus分类
数理科学引用本文复制引用
乔克林,侯致武..一类风险模型几个精算量的联合分布[J].中北大学学报（自然科学版）,2011,32(4):398-404,7.基金项目
陕西省教育厅自然科学基金资助项目(2010JK914) （2010JK914）
延安大学教改项目(YDJG10-02) （YDJG10-02）
