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Types of hybrid premium income of the two risk models

Author: GuoLiJuan
Tutor: LiuZaiMing
School: Central South University
Course: Probability Theory and Mathematical Statistics
Keywords: Two risk models Probability of ruin Martingale approach Adjustment coefficient
CLC: F840
Type: Master's thesis
Year: 2007
Downloads: 33
Quote: 0
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Abstract


Completely discrete classical risk model has been extensively studied because of its limitations , however , many scholars have their forms of promotion , this article has been concluded on the basis of risk from different points of view on the following two The model discussed . (A ) two single insurance risk model , the second chapter discusses such single insurance risk model , first introduced to the promotion of classical risk model for claims for compound binomial risk model of the two processes , secondly, taking into account the insurance company in the actual operations , the number of insurance policies received by the different units of time usually as a random variable , so the composite two risk models based on the promotion of the two kinds of risk models : one is to consider the interference of investment income with dual two risk model; another double two risk models for the hybrid premium income , the premiums charged part of a fixed charge and part of the random charges and using the martingale method to discuss the problem of these two types of bankruptcy risk models . (B ) two double insurance risk model , discussed in chapter three such risk models , first introduced the promotion of classical discrete risk model , which uses two processes described two classes of risk for the general case of the two types of insurance claim number model. Secondly, the premiums charged to promote , the two discussed a kind of generalized double insurance risk model , the general expression of the ruin probability and Lundberg inequality martingale method Finally , turn the premium charged to promote mixed form of the general expression for the ruin probability and its upper bound . (C ) insurance more than two risk models , such risk models are discussed in chapter four , the study on the basis of double insurance risk models containing m kinds of insurance and the hybrid premium income , the model corresponding bankruptcy probability expressions .

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CLC: > Economic > Fiscal, monetary > Insurance > Insurance Theory
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