Joint Distribution of Several Actuarial Variables of a Kind of Risk Model

乔克林; 侯致武

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Joint Distribution of Several Actuarial Variables of a Kind of Risk Model

更新时间：2026-09-14

- Joint Distribution of Several Actuarial Variables of a Kind of Risk Model
- 一类风险模型几个精算量的联合分布
- Vol. 32, Issue 4, Pages: 398-404(2011)
- 作者机构：
  
  延安大学数学与计算机科学学院
- 作者简介：
- 基金信息：
- DOI：
  CLC：
- Published：2011
- 稿件说明：
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乔克林, 侯致武. Joint Distribution of Several Actuarial Variables of a Kind of Risk Model[J]. 2011, 32(4): 398-404.
DOI：

乔克林, 侯致武. Joint Distribution of Several Actuarial Variables of a Kind of Risk Model[J]. 2011, 32(4): 398-404. DOI：

摘要

对一类常利率下带随机保费、保费随机到达且可能发生两类索赔的风险模型的几个精算量的联合分布进行了探讨.利用递推方法

得到了破产前瞬间盈余与破产赤字的联合分布函数表达式及联合分布函数所满足的积分方程

破产前瞬间盈余、破产赤字与破产前赔付时刻最大盈余的联合分布函数表达式及联合分布函数所满足的积分方程.结论不仅使保险精算范围得到进一步拓广

而且如果应用于实际也可为我国金融保险业风险管理提供一些预警指标.

Abstract

The joint distribution of several actuarial variables of a kind of risk model is discussed

on the condition of constant interest rate

random premium

random arrival time of premium and two kinds of claims may occur.Using recurrence method

the joint distribution function′s expression and its integral equation of the surplus immediately before ruin and deficit at ruin are obtained.Meanwhile

the joint distribution function′s expression and its integral equation of the surplus immediately before ruin

the deficit at ruin and the maximum surplus on claim moment before ruin are obtained.The conclusion not only enlarge the range of insurance actuarial

and if used in actual

can also offer some warning indexes for the risk management of Chinese financial insurance.

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references

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