带扩散干扰风险模型中破产概率分布的研究-应用数学专业论文.docxVIP

AbstractThe Abstract The risk model perturbed bydiffusion is more practicable than the classical risk model．Research of risk model with perturbation is difficulty of mathematics and actuarial science because it makes up of compound Poisson process and diffusion process． In this paper，the ruin probability of the risk model perturbed by diffusion is discussed，and some actuarial methods and risk control estimation that fit the disciplinarian of insurance development proposed At the same time，some practical problems for insurance estimation and risk control process resolved，and new method of risk forecast for all kinds of insurance institution is provided The main results summarized follOWS： (1)With the character of risk model perturbed by diffusion，B—Q process is defined Corresponding properties．based on(一．(2y process proposed by Hou Zhenting， is also presented． (2)Distributions of the ruin probability and distributions of the surplus before its ruin discussed by B—g process That is say，the most difficult open—problem of literature[1 8]is solved． (3)Concrete distributions provided in the following models：the renewal risk model perturbed by diffusion，the compound Poisson risk model perturbed by diffusion， the double Poisson risk model perturbed by diffllsion and the thinning Poisson risk model pe九urbed by diffusion．The limit theoremes about these models are proved． (4)Expectative results obtained by stochastic simulation in the following models：the compound Poisson risk model perturbed by diffusion，the double Poisson risk model perturbed by di ffusion and the thinning Poisson risk model perturbed by diffusion．The Iota of continuous models and discrete models presented and analysed keywords： Markov skeleton process，B—Q process，ruin probability，assets surplus， risk invest,，claim 第1章绪论1．1背景介绍 第1章绪论 1．1背景介绍 保险，从产生之初，就注定了它是一‘个与风险打交道的行业．作为商品社会中 处理风险的一种有效方法，已被全世界所普遍采用．发展至今，人们更认识到各种 各样的风险是保险业存在的基础．既然保险承保的对象是不确定的损失，那么，承 保人是如何在保证投保人利益的基础上保持自身的经营稳定性，并获得一定的利 润呢?除了一般的经营原则外．保险仑业的经营