【摘要】 本文在银行损失到达过程服从泊松过程的假设条件和考虑经济周期的影响下,研究了聚合存款保险保费的设计问题。假设银行的保费支出为常数,该保费消除了经济周期影响。常数保费的定价保证保险基金在给定的时间内不可偿的概率低于给定的置信水平,我们利用更新的方法和拉普拉斯变换给出保费解。最后,给出了具体的算例阐述了该结果。更多还原

【Abstract】 Under the condition that losses of bank arriving follows Poisson process and in view of the influence of economic cycle,this paper investigates an aggregate deposit insurance premium design.Assuming that the bank pays a constant premium,and this premium would be neither pro- nor countercyclical,which is set to ensure that the insurance fund size being solvency has a high probability over a fixed period.The renewal method and Laplace transforming are adopted to price the premium.Finally,an example is used to illustrate the results.更多还原