何树红, 董志伟, 李如兵. 常利率影响下调整下限风险模型的破产概率[J]. 云南大学学报(自然科学版), 2006, 28(2): 103-107.
引用本文: 何树红, 董志伟, 李如兵. 常利率影响下调整下限风险模型的破产概率[J]. 云南大学学报(自然科学版), 2006, 28(2): 103-107.
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HE Shu-hong, DONG Zhi-wei, LI Ru-bing. The ruin probability model of insurance company with constant interest force[J]. Journal of Yunnan University: Natural Sciences Edition, 2006, 28(2): 103-107.
Citation: HE Shu-hong, DONG Zhi-wei, LI Ru-bing. The ruin probability model of insurance company with constant interest force[J]. Journal of Yunnan University: Natural Sciences Edition, 2006, 28(2): 103-107.
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常利率影响下调整下限风险模型的破产概率

The ruin probability model of insurance company with constant interest force

    摘要
  • 摘要: 在引入常利率因素的基础上,讨论了当保险费率按公司的盈余进行适当调整时的风险模型,并且得到了当盈余低于某个下限时,保险公司适当提高保费的破产概率.

     

    Abstract: Consideringthe constant interest force,the ruin probabilityis obtained whenthe premiumis adjusted according to the surplus.A model is set up,in which the premium will become higher if the surplus isreduced to a certainlower bound for the first time.

     

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