| 一类相关多险种风险模型的破产问题研究 |
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| 引用本文： | 谢娟,付芳芳.一类相关多险种风险模型的破产问题研究[J].安徽教育学院学报,2008,26(6). |
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| 作者姓名： | 谢娟 付芳芳 |
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| 作者单位： | 1. 安徽建筑工业学院数理系,安徽,合肥,230022
2. 解放军炮兵学院数学教研室,安徽,合肥,230031 |
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| 基金项目： | 安徽省高校自然科学研究项目 |
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| 摘 要： | 作者研究了汽车保险中的一类相依多险种风险模型,将汽车事故时引起其他险种要求索赔的概率看作是一个与时间相关的函数,用对非齐次Poisson过程的稀疏与分解将该模型转化为独立多险种风险模型,证明了转化的合理,l生,进而给出破产概率的上界估计,该结论更具有实用性和一般性.
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| 关 键 词： | 破产概率 相依索赔总额 非齐次Poisson过程 稀疏过程 多险种 风险模型 |
Investigation on the Bankrupt Problem of Multiple-Type Risk Model With Dependent Claims Number Process |
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| XIE Juan,FU Fang-fang.Investigation on the Bankrupt Problem of Multiple-Type Risk Model With Dependent Claims Number Process[J].Journal of Anhui Institute of Education,2008,26(6). |
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| Authors: | XIE Juan FU Fang-fang |
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| Institution: | XIE Juan1,FU Fang-fang2(1.Department of Mathematics & Physics,Anhui University of Architecture,Hefei 230022,China,2.Department of Mathematics,Hefei Artillery Academy,Hefei 230031,China) |
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| Abstract: | In this paper,we discuss problems about a multiple-type risk model in automobile insurance whose claims number processes are dependent.We suppose that it would cause other kinds of claims with probabilities related to time when a traffic accident happened.And we show that this model can be converted to multiple-type risk model whose claims number processes are dependent by using the decomposition of inhomogeneous poisson process and prove the rationality of this conversion.Then we get the estimation of the ... |
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| Keywords: | ruin probability correlated aggregate claims thinning process multiple-type insurance risk model |
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