發(fā)布時(shí)間：2018-04-06 05:12

  本文選題：退保　切入點(diǎn)：投資收益　出處：《河南理工大學(xué)》2014年碩士論文

【摘要】：本文在前人研究的經(jīng)典風(fēng)險(xiǎn)模型的基礎(chǔ)上,綜合實(shí)際情況加入退保、投資以及干擾等因素,將保險(xiǎn)公司的保費(fèi)收取過程和理賠發(fā)生過程進(jìn)行推廣,討論了三類有關(guān)二項(xiàng)風(fēng)險(xiǎn)模型的破產(chǎn)概率.第一部分,給出本文研究的背景即風(fēng)險(xiǎn)理論以及破產(chǎn)概率相關(guān)知識(shí).本部分分兩章,第一章主要介紹了破產(chǎn)理論的發(fā)展歷程,對(duì)破產(chǎn)理論有一個(gè)大概的了解.然后介紹經(jīng)典風(fēng)險(xiǎn)模型的研究及推廣.第二章主要介紹了與二項(xiàng)風(fēng)險(xiǎn)模型相關(guān)的一些知識(shí),如點(diǎn)過程、鞅論等,為下面的研究打下基礎(chǔ).第二部分,幾類二項(xiàng)風(fēng)險(xiǎn)模型的討論.本部分由三章節(jié)組成,在經(jīng)典模型的研究基礎(chǔ)上,首先第三章主要討論了考慮退保因素的一類風(fēng)險(xiǎn)模型,建立新的模型后得出一些重要結(jié)論.第四章在考慮投資收益的基礎(chǔ)上研究了一類雙險(xiǎn)種的復(fù)合二項(xiàng)風(fēng)險(xiǎn)模型,得到模型的破產(chǎn)概率表達(dá)式及Lundberg不等式.第五章在前兩類模型的基礎(chǔ)上加入干擾因素,利用收斂定理和鞅分析方法,研究了帶干擾的多險(xiǎn)種風(fēng)險(xiǎn)模型,得出了最終破產(chǎn)概率.
[Abstract]:On the basis of the classical risk model studied by the predecessors, the insurance company's premium collection process and claim recovery process are generalized by adding the factors such as withdrawal, investment and interference into the actual situation.The ruin probability of three classes of binomial risk models is discussed.In the first part, the background of this paper, risk theory and ruin probability knowledge, are given.This part is divided into two chapters. The first chapter mainly introduces the development of bankruptcy theory, and has a general understanding of bankruptcy theory.Then it introduces the research and extension of classical risk model.The second chapter mainly introduces some knowledge related to binomial risk model, such as point process, martingale theory and so on, which lays a foundation for the following research.In the second part, several kinds of binomial risk models are discussed.This part is composed of three chapters. On the basis of the classical model, the third chapter mainly discusses a kind of risk model considering the factors of retreat, and draws some important conclusions after the establishment of the new model.In chapter 4, we study a kind of compound binomial risk model based on investment return, and obtain the ruin probability expression and Lundberg inequality of the model.In the fifth chapter, the interference factors are added to the first two kinds of models. By using convergence theorem and martingale analysis method, the multi-insurance risk model with interference is studied, and the final ruin probability is obtained.
【學(xué)位授予單位】：河南理工大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：O211.67;F840

【相似文獻(xiàn)】

相關(guān)期刊論文 前10條

1 郭立娟;;帶干擾的雙二項(xiàng)風(fēng)險(xiǎn)模型的破產(chǎn)概率[J];長(zhǎng)沙航空職業(yè)技術(shù)學(xué)院學(xué)報(bào);2007年03期

2 蔣濤,繆柏其;終極破產(chǎn)概率的雙邊界[J];應(yīng)用概率統(tǒng)計(jì);2002年02期

3 郭軍義,張春生;具有時(shí)間相依索賠的破產(chǎn)概率(英文)[J];南開大學(xué)學(xué)報(bào)(自然科學(xué)版);2003年01期

4 尹居良;廣義保險(xiǎn)模型的破產(chǎn)概率問題研究[J];應(yīng)用數(shù)學(xué);2003年01期

5 楊善朝;復(fù)合二項(xiàng)風(fēng)險(xiǎn)模型破產(chǎn)概率ψ(0)的近似計(jì)算[J];廣西師范大學(xué)學(xué)報(bào)(自然科學(xué)版);2003年04期

6 周勇,劉三陽,楊曙光;破產(chǎn)概率的一種改進(jìn)解法[J];西安電子科技大學(xué)學(xué)報(bào);2004年03期

7 高明美,趙明清,王建新;雙二項(xiàng)風(fēng)險(xiǎn)模型的破產(chǎn)概率[J];經(jīng)濟(jì)數(shù)學(xué);2004年01期

8 馬，

本文編號(hào)：1718109