摘要
对保险费收取次数和每一张保单收取保险费均为随机变量的风险模型进行了研究,讨论盈余的性质,并给出关于调节系数所满足的方程,进而得到破产概率的一般表达式以及它的一个上界。
In this paper, the risk model when the number of premium income and the premium are random variables is discussed, and further the properties of surplus process is discussed. The adjustment coefficient contented equation is given and a formulas with ruin probability and an upper bound of the ruin probability is given.
出处
《燕山大学学报》
CAS
2006年第4期296-299,共4页
Journal of Yanshan University
关键词
保费
破产概率
风险模型
premium
the probability of ruin
risk model
