%0 Journal Article
%T 停止损失再保险与风险模型的有限时间破产概率<br>The Stop-Loss Reinsurance and the Finite Time Ruin Probability of Risk Model
%A 王丙参
%A 魏艳华
%A 戴宁
%J -
%D 2013
%X 利用线性规划证明了停止损失再保险的最优性,在保费收取次数为负二项随机过程下,研究保险公司利用停止损失再保险最小化其破产概率的问题,用鞅方法得到破产概率的解析表达式及上界.<br>A concision proof of optimal reinsurance theorem by linear programming is given.The insurance for taking negative binomial random process of risk model is discussed.A problem for minimizing the ruin probability by stop-loss reinsurance,the upper boundary and analyze expression of ruin probability are given in terms of the martingale method
%K 再保险
%K 停止损失序
%K 负二项分布
%K 破产概率<br>再保险 停止损失序 负二项分布 破产概率
%K 再保险 停止损失序 负二项分布 破产概率
%K 再保险 停止损失序 负二项分布 破产概率
%K 再保险 停止损失序 负二项分布 破产概率
%U http://lkxb.jxnu.edu.cn//oa/darticle.aspx?type=view&id=20130222