Estimating the Permitted Ruin Probability of CIRC towards P&C Insurers;
这种破坏概率将校正高估或低估了的计算破坏概率。
On ruin probability for a generalized Cox insurance risk model with perturbation;
建立了一类带干扰离散风险模型，并且保费收取率为随机变量。
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。
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。
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。
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 martingale approaches to obtain the upper bound of the ruin probability and it's expression.
用鞅方法得到了最终破产概率的上界及其具体表达式。
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。
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。
Then considered force of the random rate of return on the improved model, and gave the ruin probability to readers.
然后在改进后的模型中加入随机收益率因素进一步考虑其破产概率。
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。
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。
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。
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。
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。
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。
Because the estimate of ruin probability is important to stability of insurance company, so it is necessary to construct models which can describe realism well.
而破产概率的估计对于保险公司的稳定经营有着重要的作用，因此建立更符合实际的破产模型很有必要。
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。
It helps to construct the risk model in the light of the instrument of stochastic processes and to study the problems of ruin probability and adjustment coefficient.
最初主要是借助随机过程理论来构造保险经营中的余额过程，并研究其破产概率、调节系数等问题。
By recursive method and Martingale method, we derive the integral equation for the survival probability and obtain the exponential inequality for the ruin probability.
本章主要通过递推方法和鞅方法得出生存概率所满足的积分方程以及破产概率上界。
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。
The differential and integral equation for survival probability and a upper bound of ruin probability are given by using renewal theory and stochastic process approach.
利用更新理论和随机过程等方法，给出了模型生存概率所满足的微积分方程关系式和破产概率的一个上界估计。
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。
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。
In this dissertation, we extends the classical risk model, and mainly discuss the ruin probability of two kinds of multiple-type risk model with dependent claims number process.
本文对经典风险模型进行了推广，研究了两类理赔到达计数过程相关的多险种风险模型的破产问题。
In this dissertation, we extends the classical risk model, and mainly discuss the ruin probability of two kinds of multiple-type risk model with dependent claims number process.
本文对经典风险模型进行了推广，研究了两类理赔到达计数过程相关的多险种风险模型的破产问题。
应用推荐