黑韶敏, 何树红, 钟朝艳. 双险种的离散风险模型[J]. 云南大学学报(自然科学版), 2005, 27(2): 100-103.
引用本文: 黑韶敏, 何树红, 钟朝艳. 双险种的离散风险模型[J]. 云南大学学报(自然科学版), 2005, 27(2): 100-103.
shu
HEI Shao-min, HE Shu-hong, ZHONG Chao-yan. A discrete model of double line[J]. Journal of Yunnan University: Natural Sciences Edition, 2005, 27(2): 100-103.
Citation: HEI Shao-min, HE Shu-hong, ZHONG Chao-yan. A discrete model of double line[J]. Journal of Yunnan University: Natural Sciences Edition, 2005, 27(2): 100-103.
shu

双险种的离散风险模型

A discrete model of double line

    摘要
  • 摘要: 由于保险公司经营的快速发展,单一险种的风险经营过程存在局限性,因而需要建立多险种的风险模型.研究了一类双险种的离散风险模型,得到了该模型下的生存概率,并通过2种方法得出了初始准备金为零的破产概率.

     

    Abstract: The insurance develops rapidly.Considering the limitations of single-type-insurance model,the multiple line risk model has been constructed.A risk model that the claim number of double-type-insurance is described by discrete model.The surrival probability is educed.The ruin probabitity is given by different two methods when the initial capital is zero.

     

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