【摘要】 本文在具有扩散项的假定下,研究了原保险公司、再保险公司的破产问题。在索赔随机变量为指数情形,得到了免赔额与破产概率之间的关系,并且得到了如下的结果:1.随机风险模型生存概率的表达公式,从而得到了由扰动导致的破产概率的表达公式。2.分别得到了两类保险公司破产概率的表达公式。所得结果不仅推广了文献[1]的结果,而且使用的方法具有一定的独立价值。更多还原

【Abstract】 This paper researches ruin probabilities of insurance company and reinsurance company.Under the assumptions that the diffusion term is considered,in the case that claimsize is of exponential distribution,the relationship between deductible and ruin is obtained.The survival probabilities(so that ruin probabilities) are obtained on the corresponding insurance and reinsurance companies.The results not only extend the result of reference[1],but the methods used is also of independent value.更多还原