probability of ruin

Results: A clear expression for ruin probability under the influence of variable premium rate is given.

结果获得一类可变保费的双险种风险模型的破产概率表达式.

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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。

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We obtain some results about the ruin probability and the expected life time of insurance company, which generalize the relative results in ruin model with no investment factor.

本文提出并讨论了含投资因素、红利分配因素的崩溃模型，得出了关于崩溃概率、保险公司的期望寿命的结论，这些结论推广了没有考虑投资因素的崩溃模型的相关结论。

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In this paper, we concern about the distribution of the terminal time of semi-dynamic system and the ruin probability of a class of risk model.

本文研究了半动力系统端时的性质与一类风险模型的破产概率两个问题。

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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。

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In this kind of model, the clear expression for the ruin probability is given by Filip Lundberg and Cramer when the claim amount is exponentially distributed.

在此模型下，当个别理赔额服从指数分布的时候，Filip Lundberg和Cramer等人得到了破产概率的显示表达式。

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Finally, the influence of the interest rate and the initial capital on the probability of ruin and the optimal proportion is discussed by the numerical example.

最后，通过数值例子，分析了利率及初始资本对破产概率和最优比例的影响。

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In [ 5] a clear expression for Laplace transform of the finite time ruin probability is well given when the claim amount is exponential distribution.

文[5]通过使用拉氏变换的方法在当索赔量是指数分布时给出有限时间水平破产概率的表达式。

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Finally get the Laplace transform of ruin probability when the claim size is exponent distribution and claim intensity is two states and the express of ruin probability for exact number.

最后给出当理赔额服从指数分布，理赔强度为两状态的马氏过程时破产概率的拉普拉斯变换，对一些具体数值计算出了破产概率的表达式。

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In this paper, for a discrete time risk model with random rates of interest, we obtain the recursion formula of the duration of ruin's probability.

针对一类带随机利率的离散时间风险模型，获得了破产持续时间概率的递推公式。

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on the probability of ruin when the number of premium income is a poisson process

保险费收取次数为Poisson过程的破产概率

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Ruin probability of negative binomial risk model with variable lower limit deflection at working ultimate load

可变下限的负二项风险模型的破产概率工作极限负荷下变形量

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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。

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This paper gives a close form of the ruin probability of a compound Poisson surplus process with its individual claim amount distributing as a mixing of two exponentials, and the Lundberg bounds are studied under this condition.

本文给出了复合Poisson盈余过程在其个体理赔量服从两个指数分布的混合分布时破产概率的显示解，并研究了此情形下破产概率的Lundberg界。

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