多质负风险和

Multitype Negative Risk Sums

  • 摘要: 依据理赔方式,风险保险业的险种主要分为正风险和与负风险和.本文主要研究了多质负风险和的Poisson模型的破产概率重\Psi(u),证明了破产概率的Lundberg不等式,即\Psi(u)≤Ce-Ru.在规模波动间隔有界情形证明了\Psi(u)=e-Ru,拓广了经典负风险和的相应结果.

     

    Abstract: In insurance terminology there are only two kinds of risk insurance which are positive risk sums and negative risk sums. The ruin probability \Psi(u) for a Poisson model of multitype negative risk sums is mainly studied in the paper. We prove that the Lundberg inequality on the ruin probability for the model is held, that is, \Psi(u) ≤Ce-Ru. In the-case where the time intervals of size fluctuations are bounded, we prove that \Psi(u) = e-Ru, which is the generalization of the corresponding result on the classical negative risk sums.

     

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