中南民族大学学报（自然科学版）Issue(4)：113-116,4.
具有退保事件的双险种风险模型
A Kind of Doubletype-Insurance Risk Model with Surrender Events
摘要
Abstract
In this paper, we consider a kind of doubletype-insurance risk model including surrender events and claims while surrenders follow thinning process.In the model, the premium income of the two insurance follow Poisson processes and the arrival of the claims follows two thinning process of the arrival of the insurance policies.Moreover, we take the surrender events, random disturbance and the composite interest rate of the insurance company into account, study the nature of surplus process and the adjustment coefficient, and obtain the Lundberg inequality and the accurate expression of ruin probability by martingale analysis.关键词
Poisson过程/退保事件/破产概率/鞅/Lundberg不等式Key words
Poisson process/surrender events/ruin probability/martingale/Lundberg inequality分类
数理科学引用本文复制引用
李学锋..具有退保事件的双险种风险模型[J].中南民族大学学报（自然科学版）,2014,(4):113-116,4.基金项目
中央高校基本科研业务费专项资金资助项目 （）
