AAM  >> Vol. 3 No. 2 (May 2014)

    稀疏过程下考虑多因素的比例再保险风险模型
    An Insurance Model with Sparse Process Considering Some Factors of the Proportional Reinsurance

  • 全文下载: PDF(420KB) HTML    PP.112-118   DOI: 10.12677/AAM.2014.32017  
  • 下载量: 1,290  浏览量: 4,023  

作者:  

张鹏飞,陈新美:长沙理工大学数学与计算科学学院,长沙

关键词:
破产概率稀疏过程比例再保险红利Ruin Probability Sparse Process Proportional Reinsurance Dividend Payments

摘要:

本文针对目前日益复杂多变的保险业务情况,建立了一种在稀疏过程下考虑干扰和破产下限的比例再保险风险模型,同时引入了红利支付,试着使模型能更实际的反映保险公司的运营模式。

In view of the increasingly complex and changeful insurance business situation, a sparse process was established considering interference and lower limit for the bankruptcy of the proportional reinsurance risk model, and at the same time, the dividend payment was introduced to make the model reflect the operation mode of the insurance company more practically.

文章引用:
张鹏飞, 陈新美. 稀疏过程下考虑多因素的比例再保险风险模型[J]. 应用数学进展, 2014, 3(2): 112-118. http://dx.doi.org/10.12677/AAM.2014.32017