The probability of ruin is the tool to measure the ultimate risk of insurance company.
破产概率是度量保险公司最根本风险的有效方法。
We discussed the issue of ruin of insurance companies, it aims to prevent insurer from ruin or to reduce the probability of ruin.
我们讨论保险公司的破产问题，其目的就是为了防止保险公司破产或者说降低破产的概率。
Risk theory, as a part of insurance-or actuarial-mathematics, deals with stochastic models of an insurance business and studies the probability of ruin.
风险理论作为保险精算数学的一部分，主要处理保险事务中的随机风险模型并研究破产概率等问题。
On the basis of general ruin model, the ruin model with stochastic interest is considered so that the probability of ruin has more significance in practice.
在一般化破产模型的基础上，进一步考虑了随机利率的破产模型，使得相应的破产概率更加具有实际意义，可作为保险公司预警系统的一个重要指标。
Finally, using the theory of random walks, we discuss the probability of ruin when the aggregate claims process and the premium income process are the same renewal process.
最后利用随机游动的知识，讨论了当保单来到过程与索赔来到过程为同一更新过程时的破产概率。
In this paper, we deduced the explicit expression of the absolute ruin probability for classical risk model by using of the Markov property and strong Markov property of PDMP.
根据逐段决定马尔可夫过程具有马氏性和强马氏性，本文推导出了在古典风险模型下绝对破产概率的一个明确表达式。
Finally, in virtue of all stochastic orders mentioned above, we explore how the individual claim affects the ruin probability and adjustment coefficient in compound binomial ruin model.
最后，借助上述离散随机序，在复合二项破产模型中探讨了个体索赔额对于最终破产概率与调节系数的影响。
But interest is the important part in ruin probability of risk model in real life.
然而，在实际生活中，利息是破产概率风险模型中非常重要的一个组成部分。
Coupled Volterra type integral equation systems for ultimate ruin probability, severity of ruin and joint distribution of surplus before and after ruin are also obtained.
对于毕竟破产概率，结合维他里型积分方程系统，得到了破产的严重性以及破产前和后的剩余额的联合分布。
The paper discusses the ruin probability of discrete risk mode and works out the expressing pattern easier for calculating ruin probability with the claim amount distribution function known.
对一种离散风险模型的破产概率进行研究，并在理赔额分布函数已知的情况下推导出了破产概率的更易于计算的表达式。
Improvement of a risk model with interference is discussed and corresponding ruin probability upper bound is given for this model.
对一类带干扰的风险模型进行推广，并针对此模型给出了相应的破产概率上界。
At last we obtain the supremum estimation of the finite time ruin probability and the infinite time ruin probability in the third new risk model.
对第三类风险模型进行研究，得到了有限时间破产概率和终极时间破产概率的上界估计。
The finite time ruin probability of the risk model with constant interest force was considered.
考察了有利息力风险模型的有限时间破产概率问题。
The ruin probability of compound negative binomial risk model is considered.
考虑了复合负二项风险模型下的破产概率。
The trinomial distribution risk model in discrete setting is explored . The probability of ultimate ruin and the probability laws of the surplus immediately before ruin are discussed with emphasis.
本文探讨了离散的三项分布风险模型，重点研究了与风险有关的最终破产概率和破产前一刻的盈余的概率律。
Recursive equations for finite time ruin probability and distribution of ruin time are derived.
并且推导出了关于有限时间破产概率和破产时间分布的递归方程。
Using the notion of martingale, the paper obtains the ultimate ruin probability and the distributions of the first and the last arrival time of a given level.
利用鞅的概念，得到了该模型下的最终破产概率、盈余首次和末次达到给定水平时刻的分布。
Chapter Three investigates the ruin probability of a discrete time risk model under constant interest rate with heavy tails.
第三章讨论常利率下一类大额索赔离散风险模型的破产概率估计。
Then the Lundberg inequality and the formula of the ruin probability are obtained.
得出伦德伯格不等式和最终破产概率公式。
In Chapter Four, we further discuss the ruin probability of a discrete time risk model under random interest rate with heavy tails.
第四章讨论随机利率下一类大额索赔离散风险模型的破产概率估计。
Under the condition of changing premium, the upbound of ruin probability was obtained by sub-martingale property.
在保费收入可以改变的条件下，利用下鞅的收敛性，得到了破产概率的一个上界。
By using the method of Martingale, we get the inequality for the ultimately ruin probability.
应用鞅论的方法，得出破产概率的一个不等式。
For the risk models, the ruin probability is an important research objects, that is the probability of the time that first surplus is zero.
对于风险理论中的风险模型来说，模型的破产概率是一个重要的研究对象，即保险公司的盈余首次为零时的概率。
This paper introduces these two factors, thus works out a recursive formula of ruin probability under double-losses condition resulting from death and surrender.
笔者将利率和退保因素引入寿险风险模型，得到了在死亡随机事件和撤出随机事件两种损失环境下，寿险破产概率的一个递推公式。
The expect of the time of ruin and the finite time ruin probability are also presented.
考虑了破产时的期望，有限时间破产概率。
In Chapter 4 we further extend the result to the case of infinite time ruin probability with heavy tails.
在第四章，我们进一步把上一章的结果推广到无限时间破产概率的场合。
Research on ruin theory has always been playing a pivot role in the study of risk theory since it bears both an insurance practical background and interests of probability theory.
破产理论一直是风险理论的研究核心，对它的研究既有保险实务的应用背景，又有概率论上的兴趣。
This paper intends to extend risk model with disturbance by using random time transformation firstly, and then study the conditional ruin probability of the risk model.
本文首先利用随机时刻变换推广了一类带干扰的风险模型，然后讨论这类风险模型的条件破产概率。
This paper intends to extend risk model with disturbance by using random time transformation firstly, and then study the conditional ruin probability of the risk model.
本文首先利用随机时刻变换推广了一类带干扰的风险模型，然后讨论这类风险模型的条件破产概率。
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