A FUZZY RANDOM RUIN MODEL BASED ON SUPERPOSITION RENEWAL PROCESS

来源 :清华大学 | 被引量 : 0次 | 上传用户:liongliong431
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  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.
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