| 索赔计数相依风险模型 |
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| 引用本文： | 张小博,王志明.索赔计数相依风险模型[J].南京气象学院学报,2010(4):294-296. |
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| 作者姓名： | 张小博 王志明 |
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| 作者单位： | 1，冶金工业过程系统科学湖北省重点实验室（武汉科技大学）; 2，武汉科技大学理学院; |
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| 基金项目： | 冶金工业过程系统科学湖北省重点
实验室（武汉科技大学）开放基金（C201006）；
湖北省教育厅项目（B20091107） |
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| 摘 要： | 考虑了一类索赔计数相依的风险模型,该模型假设每次主索赔可随机产生一副索赔,得到了该风险模型生存概率所满足的微积分方程,并在索赔额为指数分布的情形下,给出了生存概率的精确表达式.
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| 关 键 词： | 风险模型 生存概率 索赔计数相依 |
Study on the model of a count-correlated claims risk model |
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| ZhangXiaobo,WangZhiming.Study on the model of a count-correlated claims risk model[J].Journal of Nanjing Institute of Meteorology,2010(4):294-296. |
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| Authors: | ZhangXiaobo WangZhiming |
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| Institution: | 1 Hubei Province Key Laboratory of Systems Science in Metallurgical Process Wuhan University of Science and Technology; Wuhan 430065 2 College of Science; Wuhan University of Science and Technology; |
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| Abstract: | In this paper we consider a risk model with count-correlated claims.It is assumed that every main claim produce a by-claim.A integro-differential equation for the survival probability is derived,and explicit expressions for the survival probability are given in the case of exponential claims. |
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| Keywords: | risk model survival probability count-correlated claim |
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