【摘要】：我們知道風險理論已經有百余年的歷史了,而破產論作為其重要的一部分已經發(fā)展成用數(shù)學的模型描述以及研究保險公司所面臨的風險的一門學科,并取得了很多研究成果,建立了經典的風險模型. 本文以經典的風險模型為基礎并加以改進,考慮帶有風險擾動的情況,提出了多保單風險模型,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時間Tsum的有限時間破產概率的漸近估計,同時在其他的假設條件下我們還得到兩個保單相減的有限時間破產概率的漸近估計.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,得到了基于破產時間Tmax的有限時間破產概率的漸近估計.
[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