1) probability of lifetime ruin
生命期破产概率
2) ruin probability
破产概率
1.
The ruin probability of double compound negative binomial risk model;
双复合负二项风险模型的破产概率
2.
On ruin probability for a generalized Cox insurance risk model with perturbation;
关于带扰动广义Cox保险风险模型的破产概率(英文)
3.
The ruin probability of a bankrupt problem with deductible;
一类具有免赔额问题的破产概率
3) the probability of ruin
破产概率
1.
In this paper,we study the probability of ruin in risk model with two Cos processes perturbed by diffusion and risk model with two Poisson processes perturbed by diffusion on the assumption that the limit of ruin is variation.
本文研究了带干扰的双Cox风险模型和带干扰的双Poisson风险模型在变破产限下的破产概率,得出了破产概率所满足的不等式,而且研究了当破产限为某一特殊函数时,破产概率所满足的不等式和具体的解析式。
2.
By the way, some results about the distribution of the deficit at ruin and the probability of ruin are derived.
所有这些都为GerberandLandry (1998)和TsaiandWillmot (2 0 0 2 )中结论的前提假定提供了可靠的保证 ,同时 ,关于破产时赤字的分布及破产概率的一些结果也被得到 。
4) Bankruptcy probability
破产概率
1.
A Mathematical Model Analysis on the Impact of the Capital Adequacy Requirement on Bankruptcy Probability;
资本充足监管与银行破产概率的数理模型分析
2.
The upper boundary of bankruptcy probability is obtained with martingale approach,further considering the influence of claim number on insurance income and obtaining its improved model and re.
为此,将经典风险模型进行了推广,建立了理赔次数服从Cox过程的多险种的风险模型,并运用鞅方法得到了破产概率的上界,进一步考虑到理赔次数对保费收入的影响,得到了其改进模型及其结果。
3.
By the method of Monte Carlo simulation and polymeric risk model,the paper resolves and analyses the bankruptcy probability under different scenarios,finds that the initial reserve has a big influence on the bankruptcy probability in the beginning period,and the bankruptcy probability with different initial reserves in the limited period will gradually reach the ultimate bankruptcy probability.
应用聚合风险模型和蒙特卡罗模拟技术,计算不同情况下的破产概率,并对结果进行了对比分析,发现初始准备金在开始时间段对破产概率影响较大,不同初始准备金(其它参数相同)下的破产概率随着时间的变化逐渐收敛到终极破产概率;通过建立某一置信度下的破产概率VaR受限模型,实现对不同保险产品参数和经营策略下的破产风险进行对比和控制。
5) ruin probabilities
破产概率
1.
Research on a kind of ruin probabilities with heavy tail distribution;
重尾分布情形下一类破产概率的研究
2.
Some results of ruin probabilities for large claims in renewal risk model;
关于更新风险模型中破产概率的若干结果
3.
This paper researches ruin probabilities of insurance company and reinsurance company with diffusion terms.
本文从具有扩散项的模型出发,最终在个体理赔额服从Erlang(2)分布情形下利用解高阶微分-差分方程和鞅的办法得到了与免赔额d有关的原、再保的相应破产概率ψ(u)以及调节系数的表达公式。
6) Probability of ruin
破产概率
1.
The mathmatic model of the probability of ruin of insurance company;
保险公司破产概率的数学模型
2.
Using martngale method,when the aggregate claims process and the premium income process are Poisson process,we discuss the probability of ruin.
本文推广了龚日朝(2001)的风险模型,把保费随机化,利用鞅方法讨论了保单来到过程与索赔来到过程均为Po isson过程的破产概率。
3.
The lundberg upper bound of the ultimate probability of ruin is obtained by using the martingale approach.
通过引入修正理赔总量和修正盈余的概念,探讨了在相继两时期的理赔总量具有相关性的条件下的一种离散时间风险模型,给出了破产发生时期数和最终破产概率的定义,采用鞅论方法得到了最终破产概率的Lundberg上界。
补充资料：股份有限公司的破产原因（破产界限）
股份有限公司的破产原因（破产界限）——
股份有限公司的破产原因，又称破产界限，指法院判断是否宣告股份有限公司破产的根据和理由，即法院在何种情况下宣告债务人处于破产状态。《公司法》规定，股份有限公司不能清偿到期债务，即构成破产原因。
说明：补充资料仅用于学习参考，请勿用于其它任何用途。
参考词条