【摘要】 建立了利息强度随时间连续变化,索赔额分布服从Pareto分布,索赔次数为更新过程的风险模型.获得了保险公司的有限时间破产概率的近似表达式.更多还原

【Abstract】 A renewal process risk model is built in this paper.In this model,the force of interest varies continuously with time,the distribution of the claim size follows Pareto distribution,the number of the claim times conforms to renew process,and obtains an approximate expression of the finite time and infinite time ruin probability of the insurance company.更多还原