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本文通过一个简单的模型来讨论保险公司破产概率的问题。以期能对保险公司的经营有一点理论的参考意义。 一、模型的构建 本文将从一个动态的角度出发,用一个简单的数学模型来描述保险人的财务状况。并在忽略利率、税收、通货膨胀等因素以及简化保费收入过程的前提下,讨论保险公司的破产概率问题。 我们记t时刻保险人的资产为A(t),负债为L(t),盈余记为U(t) U(t)=A(t)-L(t)t≥0 ①
This article uses a simple model to discuss the issue of the bankruptcy probability of insurance companies. With a view to the insurance company’s management a little theoretical reference. First, the model of the building This article will be from a dynamic point of view, using a simple mathematical model to describe the insurer’s financial position. And ignore the interest rate, taxation, inflation and other factors, as well as simplify the process of premium income, discuss the bankruptcy probability of insurance companies. We note that the insurer’s assets are A (t), L (t) and U (t) U (t) = A (t) -L (t)