| 稀疏过程在一类相依多险种风险模型中的应用 |
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| 引用本文： | 谢娟,孔繁超.稀疏过程在一类相依多险种风险模型中的应用[J].合肥联合大学学报,2006,16(4):29-33. |
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| 作者姓名： | 谢娟 孔繁超 |
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| 作者单位： | [1]安徽大学数学与计算科学学院,合肥230039 [2]安徽建筑工业学院数理系,合肥230022 |
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| 摘 要： | 将汽车保险中的一类相依两险种风险模型扩展到相依三险种风险模型，用对齐次poisson过程的稀疏与分解将该模型转化为古典风险模型，并证明了转化的合理性，进而给出破产概率的一般表达式及其一个上界估计．这种转化的方法对类似的多险种相依情形同样适用．
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| 关 键 词： | 破产概率 相依索赔总额 稀疏过程 多险种 风险模型 |
| 文章编号： | 1673-162X（2006）04-0029-05 |
| 收稿时间： | 2006-07-12 |
| 修稿时间： | 2006-09-01 |
The Application of Thinning Process in A Multiple-Type Risk Model with Dependent Claims Number Process |
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| Authors: | XIE Juan KONG Fan-chao |
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| Abstract: | In this paper, we discuss problems about a three-type-insurance risk model whose claims number processes are dependent. We show that this model can be converted to classical risk model by using the decomposition of homogeneous poisson process and prove the rationality of this conversion. Then we get the ruin probability and an estimation of its upper bound. This method can also be used in some other dependent multiple line risk models similarlv. |
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| Keywords: | ruin probability correlated aggregate claims thinning process multiple-type insurance risk model |
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