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无法预料的索赔是导致保险公司破产的一大因素,这种情况引起的索赔大多不是同分布的.因此论文从这一实际情况出发,在Sparre Andersen风险模型的基础上建立了广义更新风险模型,并对重尾索赔分布F∈S*给出了生存概率的局部等价式和破产概率的尾等价式.文章结果刻画了特殊巨额索赔对公司运营状况的影响,对公司运营策略提供了理论基础.本文结果包含、推广并改进了许多已知结果,与经典结果相比,显示出了模型的优越性.
Unpredictable claims are a major factor leading to insurers’ bankruptcy, and most of the claims arising from such cases are not evenly distributed.Therefore, based on this fact, the dissertation establishes a generalized renewal risk model based on Sparre Andersen risk model, And the partial equivalence of survival probability and the tail equivalence of bankruptcy probabilities are given for the distribution of heavy caudal claims F ∈ S. The results of the article characterize the impact of special huge claims on the operating conditions of the company and provide a theory for the company’s operational strategies The results include, promote and improve many known results, showing the superiority of the model compared with the classical results.