1、孙立娟顾岚摘自“数理统计与管理” 摘要孙立娟、顾岚等.保险公司赔付及破产的随机模拟与分析.本文研究定期人寿保险的承保理赔及破产模型,其中保单到达与索赔出现服从相互独立的poisson过程。对此模型给出了破产概率的一个具体上界,通过随机模拟生成了持有保单数与理赔过程的样本轨道,分析研究破产概率与准备金与理赔额之间的关系。中图分类号:o212f840文献标识码:a stochastic simulation and analysis of claims and ruinfor an lnsurance
2、companysun li-juangulanabstractin this paper we consider a model for the term insurance of a life insurance company,where the arrival of term policies and the occurence of claims follow two independent poisson processes.for this model,a concrete upper
3、bound for the ruin probability is obtained.by stochastic simulation we show how varies the nurmber of holding policies and illustrante the relationship between the ruin probability,the premium reserve and claim amounts.key words:poisson process,term po
6、究破产概率与准备金与理赔额之间的关系。中图分类号:o212f840文献标识码:a stochastic simulation and analysis of claims and ruinfor an lnsurance companysun li-juangulanabstractin this paper we consider a model for the term insurance of a life insurance company,where the arrival of term
7、 policies and the occurence of claims follow two independent poisson processes.for this model,a concrete upper bound for the ruin probability is obtained.by stochastic simulation we show how varies the nurmber of holding policies and illustrante the re
8、lationship between the ruin probability,the premium reserve and claim amounts.key words:poisson process,term policy,stochastic simulation, ruin probability.在我国保险公司的运作过程中,保费收入是主要收入来源,理赔则是主要的风险因素。为了保障保险公司财务经营的稳定及减少损失波动,保持足够多的保单数目是必不可少的。保险