【摘要】 主要讨论了推广的Poisson风险模型的有限时间内的破产概率,得到了有限时间内的破产概率所满足的不等式.首先用鞅的方法得到了该不等式,然后在此基础上得到了该风险模型在超额赔款下的有限时间内的破产概率所满足的不等式,最后还讨论了最优再保问题.更多还原

【Abstract】 The authors mainly discuss tie ruin probability in the finite time interval for a generalized compound Poisson risk model.Firstly,we get the inequality for the ruin probability in the finite time interval by means of the method of martingale,and then obtain the upper bound for the insurers’ probability of ruin in finite horizon after reinsurance.In the end,we discuss the problem of the optimal reinsurance.更多还原