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author:

袁远 (袁远.) [1]

Indexed by:

CQVIP

Abstract:

在Cramer—Lundberg模型中,保费收入是关于时间的线性函数,对于一些小型保险公司,其样本较小,该模型不能很好地吻合实际。故考虑将保费收入改为复合泊松过程,并推导出保费的计算公式。该方法可以用于指导保险公司对各险种定价.并发现保险公司通过提高保费或扩大规模来减小破产概率的做法并不有效。

Keyword:

保险 校准方程 破产概率

Community:

  • [ 1 ] 福州大学数学与计算机科学学院,福建福州350008

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Source :

商情

ISSN: 1673-4041

Year: 2012

Issue: 17

Page: 146-146

Cited Count:

WoS CC Cited Count:

SCOPUS Cited Count:

ESI Highly Cited Papers on the List: 0 Unfold All

WanFang Cited Count:

Chinese Cited Count: -1

30 Days PV: 1

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