【摘要】 本文研究了一类双险种风险模型,而其中一个险种的保单到达服从齐次Poisson过程,而描述此险种的退保及索赔发生的计数过程都是这一过程的稀疏过程,得到了最终破产概率的上界估计,以及关于生存概率的Feller表示,并与其他一类风险模型进行比较。更多还原

【Abstract】 This paper considers a double risk model,where the arrival of the term policies follows a poisson process in the one of double,and the occurrence of refunding and the claim happen as the thinning processes of the arrival process.The main results about the model are an upper bound of ruin probability and a Feller’s expression of non-ruin probability.And it makes a comparision with the other risk model.更多还原