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  本文選題：破產(chǎn)概率 + Lundberg不等式�。� 參考：《長沙理工大學(xué)》2014年碩士論文

【摘要】：全球經(jīng)濟的日益繁榮與復(fù)雜多變,造就了保險業(yè)的不斷發(fā)展與壯大.保險公司通過銷售保單不斷獲取資金收入的同時,也為投保人擔(dān)當(dāng)一定的經(jīng)濟風(fēng)險.在實際保險業(yè)務(wù)中,一旦發(fā)生巨額理賠,單獨的一家保險公司就很可能無法承擔(dān)損失,因而采取再保險措施就可以分散風(fēng)險,提高保險公司的運營穩(wěn)定性.同時,保險公司考慮到盈余低于初始準(zhǔn)備金的某個額度時,就需要調(diào)整運營模式或提出破產(chǎn).本文力求在符合現(xiàn)實條件的基礎(chǔ)上,主要分四章來研究一些具體的風(fēng)險模型.第三章至第六章在內(nèi)容上均考慮了稀疏、隨機干擾、變破產(chǎn)下限等因素,得出的主要推論有平穩(wěn)獨立增量性質(zhì)、調(diào)節(jié)系數(shù)的存在與唯一性等,主要結(jié)論有相應(yīng)的破產(chǎn)概率一般表達式和Lundberg不等式等.這里所研究的模型是在參考文獻的基礎(chǔ)上進行的推廣或完善.第三章考慮的是一種引入了紅利支付的比例再保險風(fēng)險模型.第四章考慮的是一種保費的收取過程和理賠過程分別屬于不同的隨機過程下的雙險種風(fēng)險模型.第五章研究的是一種在隨機利率下的多險種風(fēng)險模型.第六章研究的是一種賠付超額再保險的風(fēng)險模型.
[Abstract]:With the increasing prosperity and complexity of the global economy, the insurance industry has been developing and expanding. Insurance companies through the sale of insurance policies continue to earn capital income, but also for policy holders to bear certain economic risks. In the actual insurance business, once a huge amount of claims occur, a single insurance company may not be able to bear the loss, therefore, the adoption of reinsurance measures can spread the risk and improve the operational stability of the insurance company. At the same time, insurance companies need to adjust their operating patterns or file for bankruptcy when the surplus is below a certain amount of the initial reserve. This paper tries to study some specific risk models in four chapters on the basis of realistic conditions. In the third and sixth chapters, we consider the factors such as sparsity, random disturbance, variable lower limit of bankruptcy and so on. The main inferences are stable independent increment, the existence and uniqueness of adjustment coefficient, etc. The main conclusions are the corresponding general expression of ruin probability and Lundberg inequality. The model studied here is a generalization or perfection based on references. The third chapter considers a proportional reinsurance risk model which introduces dividend payment. In chapter 4, we consider a double insurance risk model in which the premium collection process and the claim process belong to different stochastic processes. In chapter 5, we study a multi-insurance risk model under random interest rate. The sixth chapter studies a risk model of overpaid reinsurance.
【學(xué)位授予單位】：長沙理工大學(xué)
【學(xué)位級別】：碩士
【學(xué)位授予年份】：2014
【分類號】：F224

【參考文獻】

相關(guān)期刊論文 前1條

1 趙秀青;彭朝暉;洪圣光;;帶干擾的多險種再保險的風(fēng)險模型[J];長沙交通學(xué)院學(xué)報;2006年04期

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本文編號：2117672