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由于保险公司风险经营规模的不断扩大,考虑到单一投资项风险模型的局限性,研究了带投资组合的风险模型,并利用鞅论的方法得到了其最终破产概率的一般表达式和破产概率的一个上界.
Due to the continuous expansion of the risk management scale of insurance companies, considering the limitations of the single investment risk model, the risk model with portfolio is studied and the general expression of the final ruin probability and the ruin probability An upper bound.