On the Characteristic of Ruin Probability Variance in Multi-Type Insurance

被引：0

作者：

Li, Suoping ^{[1
]}

Yang, Heng ^{[1
]}

Gu, Qun ^{[1
]}

机构：

[1] Lanzhou Univ Technol, Sch Sci, Lanzhou, Peoples R China

来源：

INTERNATIONAL SYMPOSIUM ON EMERGENCY MANAGEMENT 2009 (ISEM'09) | 2009年

关键词：

Poisson-Geometric process; martingale; multi-type insurance;

D O I：

暂无

中图分类号：

R1 [预防医学、卫生学];

学科分类号：

1004 ; 120402 ;

摘要：

By taking into the composite rate in insurance business, with premiums' policy influencing the number of claims, a new and practical multi-type insurance risk model which is described by Poisson process and Poisson-Geometric process is proposed to extend the classical one. After analyzing the proposed model, the formula of ultimate ruin probability of its Lundberg Inequality is derived. Finally, various trends of ruin probability are simulated analytically along with changing premium size, claim size and parameter P and the results are heuristic to operate the insurance business.

引用

页码：596 / 598

页数：3

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