Alternative ruin theory models:barrier stategies, generalized cramér-lundberg model

替代废墟理论模型：障碍策略、广义克拉姆-伦德伯格模型

• 批准号: 311958-2008
• 负责人: Sendova, KristinaPaskova
• 金额: $ 1.02万
• 依托单位: University of Western Ontario
• 依托单位国家: 加拿大
• 项目类别: Discovery Grants Program - Individual
• 财政年份: 2009
• 资助国家: 加拿大
• 起止时间: 2009-01-01 至 2010-12-31
• 项目状态: 已结题
• 来源: https://www.nserc-crsng.gc.ca/ase-oro/Details-Detailles_eng.asp?id=427967
• 关键词: Alternative; ruin; theory; models; barrier

One of the branches in actuarial science, called risk theory, analyzes important quantities related to the development of the surplus process of insurance companies. Such quantities are the probability of ruin, the deficit at the time of ruin, and the surplus immediately before ruin, for instance. These provide measures of the riskiness of the overall strategy of an insurance company. As a consequence, they suggest ways of improvement of the company's chances of avoiding insolvency (or ruin), as well as retaining competitive premium rates.

精算科学的一个分支机构之一称为风险理论，分析了与保险公司盈余过程发展有关的重要数量。例如，这样的数量是毁灭性的概率，废墟时的赤字以及在毁灭之前的盈余。这些衡量了保险公司整体策略的风险。结果，他们提出了改善公司避免破产（或毁灭）的机会以及保留有竞争力的保费利率的方法。