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本文研究了带税率的Cramér-Lundberg风险模型.利用迭代算法及该过程具有的的强马氏性,得出了保险公司从开始营运到破产期间总赋税次数的概率函数.作为例子,本文给出了指数分布索赔假定下该概率函数的具体表达式.
This paper studies the Cramér-Lundberg risk model with tax rate, and uses the iterative algorithm and the strong Markov property of the process to get the probability function of the total number of taxpayers’ insurance operations from the beginning of operation to the bankruptcy. As an example, The concrete expression of this probability function under the assumption of exponential distribution claim.