欢迎来到天天文库
浏览记录
ID:11296367
大小:34.50 KB
页数:10页
时间:2018-07-11
《保险费随机收取的风险模型》由会员上传分享,免费在线阅读,更多相关内容在教育资源-天天文库。
1、保险费随机收取的风险模型21???=1?e2004??3?T???D????MATHEMATICSINECONOMICSVol.ZINo.1Mar.2004W????f???<?{?????????[??g)?????d?????X????(?????T?0?s?????????C?&???C541004)??????W????f?{???[??????D?W????{????W????f?pD<???<???????????[?????K?Z???C???ND??6D???????D??=???O??LundbergDS??
2、O?C???Y?A???M?0?????????6D?????????W????????O?C??D??????????j????D????+[5D?8jS??????.???+???????[???CW????f???<?{???C?6D??????CLundber??DS??O?????[???M???C?7W???????????DX???????Z???????CDP???Z???J?H?q?????????6D?????j2?????6D?????D???????????.LundbergjCg5D???Gramer?????6D???
3、??????D????S??LundbergDS??O??Gram??D?Lundberg??WF???O?CD?????Bowers???D.??[s?Cg5J.?????C?????????[??????W??[??D<U(t)D?u?_ctD?5(t)??DXuD<???Pt=0?????d????W??Cj1D<??Wv???????i???e???{????W????f?CX?C???<?=1?[?M????(1=1?C2?C8?)?C?????Pt)0?CN(t)???<?J(0?C???????????P?
4、M???[???C5(t)=Xl+XZ+8?+XN(?C)???<?J(j1?CD??????????P?M????.?J?????????[??DX?CD?Dt??????????D??7qp??W????????J??Wv??????W????f?{????g5D<?i???C??D???D?DN???-??????DSD???.?J???-DX?CDS?C??Wv?????{????W???????????DSD??}?C?7D?Dt???<?????C???SD???D??????M?0.???r?C??D?W??????{??
5、??W????fD??t?????C?C?C?}?7D?Dt???<????.?????N?C???w???C?????d?C?D?????-7ja???W????f?{???[??D<???<???????????[??q?D??Z???C????D??6D????????O??DS??O.??W????f?{???[??????D?W????{????W????f?pD<???<???????C?????C?Y???D[sj??Dt???M????X????W????{???fY?p?SD??A???M?0?????
6、????????ND??6D???????DS??O.?{?C?C?A???M?0D?D??7D?Dt?????M?0?C?=???M?JD??=?M?0????D?DI?????6D????????Oj2LundbergDS??O?C???Y?A???M?0?????????6D?????????W????????O?C??D??????????j????D????+[5D?8ja??????.1.?[??DNqp????X?C???<?=1?[?M????(1=1?C2?C8?)?CYj2???<?=1?gW????{????W???
7、?f(1=1?C2?C8?)?CM(t)???<W????????J(0?C?????????{????W??????P???CN(t)???<?J(0?C???????????P?M???[???C5(t)=X?C+XZ+8?+XN(t)???<?J(0?Ct]?????????P?M?????CC(t)=Y;+YZ?_8?+YM(t)???<?J(0?C?????????{?????9??????????(10161004)?C?????_???RD??v???ID.??????????.?{?y???e:2002D?12D?
8、01;W??f?y:2003D?12D?15.2D????D?????=21??
此文档下载收益归作者所有