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

【摘要】：全球經(jīng)濟(jì)的日益繁榮與復(fù)雜多變,造就了保險(xiǎn)業(yè)的不斷發(fā)展與壯大.保險(xiǎn)公司通過(guò)銷售保單不斷獲取資金收入的同時(shí),也為投保人擔(dān)當(dāng)一定的經(jīng)濟(jì)風(fēng)險(xiǎn).在實(shí)際保險(xiǎn)業(yè)務(wù)中,一旦發(fā)生巨額理賠,單獨(dú)的一家保險(xiǎn)公司就很可能無(wú)法承擔(dān)損失,因而采取再保險(xiǎn)措施就可以分散風(fēng)險(xiǎn),提高保險(xiǎn)公司的運(yùn)營(yíng)穩(wěn)定性.同時(shí),保險(xiǎn)公司考慮到盈余低于初始準(zhǔn)備金的某個(gè)額度時(shí),就需要調(diào)整運(yùn)營(yíng)模式或提出破產(chǎn).本文力求在符合現(xiàn)實(shí)條件的基礎(chǔ)上,主要分四章來(lái)研究一些具體的風(fēng)險(xiǎn)模型.第三章至第六章在內(nèi)容上均考慮了稀疏、隨機(jī)干擾、變破產(chǎn)下限等因素,得出的主要推論有平穩(wěn)獨(dú)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(dá)式和Lundberg不等式等.這里所研究的模型是在參考文獻(xiàn)的基礎(chǔ)上進(jìn)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(xiǎn)風(fēng)險(xiǎn)模型.第四章考慮的是一種保費(fèi)的收取過(guò)程和理賠過(guò)程分別屬于不同的隨機(jī)過(guò)程下的雙險(xiǎn)種風(fēng)險(xiǎn)模型.第五章研究的是一種在隨機(jī)利率下的多險(xiǎn)種風(fēng)險(xiǎn)模型.第六章研究的是一種賠付超額再保險(xiǎn)的風(fēng)險(xiǎn)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(zhǎng)沙理工大學(xué)
【學(xué)位級(jí)別】：碩士
【學(xué)位授予年份】：2014
【分類號(hào)】：F224

【參考文獻(xiàn)】

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(xiǎn)種再保險(xiǎn)的風(fēng)險(xiǎn)模型[J];長(zhǎng)沙交通學(xué)院學(xué)報(bào);2006年04期

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本文編號(hào)：2117672