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考虑到保险公司在实际经营中收益所具有的不确定性和风险经营的多元化,建立了一个更现实的风险模型即带干扰的多险种Cox风险模型.运用鞅论得到了该模型最终破产概率的上界,并对Lundberg不等式作了推广.
Considering the uncertainties in the actual operation of insurance companies and the diversification of risk management, a more realistic risk model is established, namely the multi-risk Cox risk model with interference.The final bankruptcy probability of the model is obtained by using the martingale theory Of the upper bound, and Lundberg inequality was promoted.