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本文讨论了风险模型中盈余过程的破产时刻和即将破产前的盈余及破产赤字三个变量之间的分布关系 ,指出保险人为避免发生破产 ,可购买再保险 ,使盈余过程总取正值 .给出了再保险的净保费的表示式 .研究了风险模型在金融领域中的投资基金的防护问题 ,指出基金所有人可购买担保契约 ,使基金累积值总在防护水平之上 .此外给出了购买担保契约的成本的表示式
This paper discusses the relationship between the bankruptcy of the surplus process in the risk model and the distribution of the three variables before the bankruptcy and the bankruptcy deficit, and points out that the insurer can take the positive repositories to avoid the bankruptcy and buy the reinsurance. The expression of the net premium of reinsurance.Study the protection of the investment fund in the financial field by the risk model and point out that the owner of the fund can buy the guarantee contract so that the accumulated value of the fund is always above the level of protection.In addition, The cost of the contract expression