摘要
在假设保单的到达和理赔的发生都为Cox过程,而每份保单的价格和理赔额分别为独立同分布的随机序列时,得出了破产概率的上界,并在两Cox过程简化为两混合Poisson过程时,给出了最终破产概率的明确表达式和更明确的上界.
An upper bound of the ruin probability is got when both the arrival of the policies and the occurrence of the claims are Cox process,Both the premium received and the amounts of claims are sequences of independent and identically distributed random variables.The more explicit upper bound and expression of the ruin probability are got when both the arrival of the policies and the occurrence of the claims follow the mix Poisson process.
出处
《延安大学学报（自然科学版）》
2005年第1期35-37,共3页
Journal of Yan'an University：Natural Science Edition
