A FUZZY RANDOM RUIN MODEL BASED ON SUPERPOSITION RENEWAL PROCESS
Ruin theory is an important branch under insurance risk research,especially for the pricing of rates and reserves accounting in insurance.In order to obtain a ruin model that is more consistent with reality than traditional theory,the claim number process is assumed is the superposition renewal process which is super posited by two simple renewal processes and the process is under fuzzy random environment.The claims are assumed as fuzzy random variables.Based the two assumptions,the paper gets and proofs the ultimate ruin probability and mean chance formula.From the numerical analysis,we can know that the ruin theory which is studied in the paper is scientific and practical.
fuzzy random variable superposition renewa procesl ruin probability mean chance
GAO Jianwei WANG Qingzhuang CHEN Xiaojie
School of Economics and Management,North China Electric Power University,Beijing,China,102206
国内会议
北京
英文
306-310
2011-07-24（万方平台首次上网日期，不代表论文的发表时间）