對(duì)三種再保險(xiǎn)風(fēng)險(xiǎn)模型的破產(chǎn)概率以及破產(chǎn)赤字的研究.pdf

1、中南大學(xué)碩士學(xué)位論文對(duì)三種再保險(xiǎn)風(fēng)險(xiǎn)模型的破產(chǎn)概率以及破產(chǎn)赤字的研究姓名：龍國(guó)軍申請(qǐng)學(xué)位級(jí)別：碩士專(zhuān)業(yè)：概率論與數(shù)理統(tǒng)計(jì)指導(dǎo)教師：鄒捷中20071123ABSTRACT硒sktheoryiSanimportantbranchofthemodemmathematics，whichismainlyappliedinfinance，insurance，riskinvestmentandriskmanagementClassicalRiskMo

2、delistheone，inwhichastochasticspotprocessisusedtodescribethetimesofclaimdamages，andagroupofseparatestochasticvariablesareusedtodescribetheamountofclaimdamagesThenbydevelopingandpopulatingit，wegetRenewal慰skModel，CoxmskMod

3、el，andetc，thus，risktheoryhasbeenprettymatureThisarticleputsmoreemphasisontheresearchontheruinprobabilityanddeficitdistributionofseveralReinsuranceRiskModelsbasedontheelaborationofthedevelopmentoftherisktheoryandthesenior

4、’SresultsInthefirstchapterwemainlyintroducedthehistoryofthedevelopmentofreinsurance。InChapterTwo，wefocusedonsomerelatedbasicknowledge，includingtheresultofClassicalRiskModel，homogeneousPoissonprocess，andknowledgerelatedto

5、measurescrossingtheoryandreinsuranceInChapterThree，F(xiàn)ourandFive，weconcentrateonquotasharereinsuranceRiskModel，SurplusReinsurance硒skModelandExcessofLossReinsurancemskModelrespectivelywhichmainlyincludedthezero—interestrate

6、oneandtheonewithinterestrate，andwegotthecorrespondingmanifestationoftheruinprobabilityandthedeficitdistributionorthesatisfyingintegralanddifferentialequations、ThisarticlestartswithTypicalRiskModel，butitdevelopsaccordingt

7、otheconcretesituationasnottobeconfinedtotheframeofthismodelandattachedtightlytothereality111emodelsandtheresultsdiscussedinthisarticlearecertainlyofsomeguidingsignificancetosomerelatedindustriesKeywords：martingaleapproac