摘要
为了研究复合Poisson-Geometric风险和风险投资对保险公司有界分红的影响,利用全期望公式和积分变换的方法,得到了期望累积红利现值函数满足的积分微分方程.在一种特殊情形下,得到了期望累积红利函数的解析解.最后通过算例分析了偏离系数、索赔强度、初始资本和风险投资额对期望累积红利现值函数的影响,验证了结果的合理性,对保险资金给出了管理建议和策略.结果表明:适当降低赔付的门槛,不仅有利于分红,而且还能激发投保,增加盈余水平;同时,适量的风险投资,既能提高盈余水平,又能增加分红.
In order to study the influence of the compound Poisson-Geometric risk and investment on the barrier dividend of insurers,inspiring by the Gerber-Shiu function,the integral-differential equation of expectation function about cumulative dividends present value has been given with the method of total expectation formula and integral transform.In the special case,the closed form solution of the expectation function about cumulative dividends is obtained.At last,to illustrate the reasonableness of the obtained theoretical results and to give some important guidance suggestions on the management of insurance funds,the effects of deviation coefficient、claim strength、initial amount of preparation、amount of the risk investment were analyzed by numerical examples.The results show that properly lowering the threshold of compensation not only benefits the dividend,but also stimulates insurance to increase the level of surplus,at the same time,the appropriate amount of investment capital can not only increase the dividend,but also increase the level of surplus.
作者
孙宗岐
杨鹏
SUN Zong-qi;YANG Peng(School of Medical, Xi Jing University, Xi'an 710123, China;School of Science, Xi Jing University, Xi'an 710123, China)
出处
《西南师范大学学报（自然科学版）》
CAS
北大核心
2020年第7期1-10,共10页
Journal of Southwest China Normal University(Natural Science Edition)
基金
陕西省教育厅自然科学专项(2016JK2150)。
