复合风险

一个复合风险模型的引入及其大偏差估计的建立

A Compound Risk Model and Its Large Deviation Estimates

对彩票销售这一经济活动进行了深入分析，通过引入复合风险倾向函数、效用函数及边际效用的概念，解决了彩票这种新型的投资模式和传统的经济学投资理论之间的矛盾。

A economic action of lottery sale is analyzed , through introducing the compound risk tendency function , utility function and concept of marginal utility , it solves the contradiction of lottery such new-type investment model and traditional economy investment theory .

流动性风险是一种复合风险，其隐蔽性也比较高，是商业银行疏于防范的一种重要风险，因此本文选择对流动性风险的控制与防范进行研究。

Liquidity risk is a composite risk with the high invisibility , so it is a crucial risk that is easily neglected by commercial bank .

带干扰的广义复合poisson风险模型下的生存概率

The survival probability in generalized compound Poisson risk model by diffusion

稀疏过程在双广义复合poisson风险模型中的应用

Application of Thinning Process in Double Generalized Compound Poisson Risk Model

多险种复合Poisson风险模型和破产概率

Compond Poisson Risk Model for Multi-type-risk Insurance and the Ruin Probability

随机利率下广义复合Poisson风险模型

The generalized compound Poisson risk model with stochastic interest

一类推广的双险种复合Poisson风险模型的破产概率

The ruin probability of a kind of promoted two-type-risk compound Poisson risk model

退保因素下的双复合Poisson风险模型

The Risk Model of two Compound Poisson with Refunding

双复合Poisson风险模型与保险业效益分析

Risk Model with Two Compound Poisson Processes

资金利率和通货膨胀率下双复合POISSON风险模型

The Two Compound Poisson Risk Model of Premium Income with Capital Interest Rate and Inflatable Rate

马氏调制费率下复合Poisson风险模型的Lundberg型不等式

The Lundberg Inequality in A Compoumd Poisson Risk Model With Markov-Modulated Premium Rates

本文研究了保费率为随机变量的风险模型的破产概率及其精算量和双复合Poisson风险模型的破产概率的估计。

In this paper , we study the risk model with random premium rate and the risk model with two compound Poisson processes .

本文推广了经典的复合泊松风险模型，建立了两类复合广义齐次poisson过程的多险种破产模型。

In this paper , the classical compound poisson risk model is generalized and two families compound generalized homogeneous poisson risk model are set up .

双复合Poisson-Geometric风险模型及其破产概率

A double-compound Poisson-Geometric risk model and ruin probability

复合Poisson-Geometric风险模型的研究

Studies on the Compound Poisson-Geometric Risk Model

第五章以二维复合Poisson风险模型为例，利用动态控制理论讨论了使其取得最大累积折现分红值的最优分红策略和动态比例再保险策略。

In the fifth chapter , by dynamic control theory , the optimal dividend strategy and the optimal dynamic proportional reinsurance strategy are find out to maximize the cumulative expected discounted dividends in the bivariate compound Poisson model .

将经典复合Poisson风险模型推广至更为一般情况，其中保单以Poisson分布流到达且收取的保费为随机变量，建立一种双复合Poisson风险模型。

The classical compound Poisson risk model is generalized to a new risk model , in which the arrival of policies follow Poisson process and the premium is a random variation . The double compound Poisson risk model is set up .

下列模型中得到具体的分布：带干扰项的更新风险模型、带干扰项的复合Poisson风险模型、带干扰项的双Poisson风险模型、带干扰项的稀疏Poisson风险模型。

Concrete distributions are 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 diffusion and the thinning Poisson risk model perturbed by diffusion .

本文将双复合Poisson风险模型推广到资金利率和通货膨胀率下带干扰的新模型，运用鞅分析方法获得了其破产概率所满足的Lundberg不等式及其一般表达式。

In this paper , considering capital interest rate and inflatable rate , we set up a new risk model with two Poisson processes . Then by the method of martingale analysis , we get Lundberg inequality and general formula of the rin probability in this new model .

最后考虑了利率及通货膨胀的影响，对有不确定的收入和支出的多险种复合泊松风险模型的破产概率及其Lundberg上界进行了探讨，给出了较为实用的结果。最后改进了离散的风险模型。

Finally taking into account interest rates and inflation , as to uncertainty on the income and expenditure , the multiple insurance compound Poisson risk model of ruin probability and the Lundberg upper bound , given a more practical results . Finally , improve the discrete risk model .

保费到达为平衡更新过程的复合更新风险模型

A compound renewal risk model with premium arrival by equilibrium renewal process

复合型风险倾向函数构造和人们对风险态度的新解释

Construction of compound risk tendency function and new explanation on risk attitude

考虑了常利力下双复合泊松风险模型。

The double compound Poisson risk model under constant interest force is considered .

常利力下双复合泊松风险模型破产概率的上界

Upper Bounds for Ruin Probability in the Double Compound Poisson Risk Model Under Constant Interest Force

而在第5章，我们研究一个复合泊松风险模型，其中常数投资利息力和借贷利息力也考虑在内。

While in Section 5 , a compound Poisson risk model with constant investment interest force and debit interest force is considered .

两个血浆-效应室平衡速率常数值用于靶控丙泊酚效应位浓度对血流动力学的影响常利力下双复合泊松风险模型破产概率的上界

Effect of target-controlled effect-site concentration of propofol on hemodynamics Upper Bounds for Ruin Probability in the Double Compound Poisson Risk Model Under Constant Interest Force

最初人们主要借助随机过程理论来研究复合泊松风险模型，主要是研究破产概率，破产时赤字、破产前瞬时盈余、破产时刻等精算量联合分布的问题。

At first people use stochastic processes to study compound Poisson risk models , discuss the ruin probability and the joint distribution of deficit at ruin , surplus immediately before ruin , the time of ruin and other actuarial diagnostics .

用分析论证的方法得到了在复合二项风险模型下，保险公司生存到固定时刻n，在n恰好发生第k次赔付，而且在n的盈余为某数x（x0）的概率公式。

The probabilities of the following events for a fully discrete binomial risk model are discussed in this paper : the insurance company survives to any fixed time n , the k-th individual claim happens at time n and the surplus at time n equals x.

具体内容如下：第一章是绪论，简要介绍本文涉及的风险模型&复合二项风险模型、带借贷利率的复合Poisson风险模型、二维复合Poisson风险模型；概述相关问题的提出背景及研究现状。

It is organized as follows : The first chapter is introduction . In this chapter , the risk models discussed in my dissertation the compound binomial model , the compound Poisson model with debit interest and the bivariate compound Poisson model are introduced briefly .