井冈山大学学报（自然科学版）2016，Vol.37Issue(3)：9-13,5.DOI:10.3969/j.issn.1674-8085.2016.03.003
退保因素下带有随机保费和分红的风险模型
RESEARCH ON THE MODEL OF RANDOMIZED DIVIDEND AND STOCHASTIC PREMIUM
摘要
Abstract
According to the actual situation, a practical risk model with a refunding process is introduced. The arrival of the term policies, the occurrences of claim, refunding and dividend are compound binominal processes. We study the nature of this model by applying the martingale approach and get the Lundberg inequality and the formula of the ruin probability. We also give an explicit expression for the ruin probability with that the premium income, the claims, the occurrence of the refunding and the dividend, which are obey exponential distribution.关键词
复合二项过程/退保/红利/破产概率/Lundberg不等式Key words
compound binomial risk model/refund/dividend/ruin probability/Lundberg inequality分类
数理科学引用本文复制引用
覃利华,闭盟华..退保因素下带有随机保费和分红的风险模型[J].井冈山大学学报（自然科学版）,2016,37(3):9-13,5.基金项目
国家自然科学基金项目(71462002) （71462002）
