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Discrete Time and Multi-type-insurance Risk Model with Investment Income and Reserve Ratio
Author(s): 
Pages: 224-226
Year: Issue:  3
Journal: Ludong University Journal(Natural Science Edition)

Keyword:  盈余过程破产概率马尔科夫链转移概率;
Abstract: 讨论了综合考虑投资收益和准备金率的多险种风险模型,其中投资收益和赔付均为随机变量.用马尔科夫链的转移概率作为工具,对其进行了分析,得出了模型的破产概率和某个时刻盈余达到某个预期值的概率.
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