论文部分内容阅读
推广了基于保单进入过程的保险风险模型,构造了允许保单在保期内多次索赔的LIG模型,并在保单进入过程为非齐次Poisson过程,索赔额分布属于S族的条件下,得到了有限时间破产概率的渐近等价表达。
This paper generalizes the insurance risk model based on the policy entry process, constructs a LIG model that allows the policy to claim multiple claims within the warranty period. When the policy entry process is an inhomogeneous Poisson process and the claim distribution belongs to the S family, Asymptotic Equivalence of Bankruptcy Probability in Finite Time.