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保费收入是保险公司破产概率的重要影响因素。传统的保险公司破产概率模型常将保费收入过程看作连续的确定性过程,然而在现实中,保费收入过程却是一个离散的随机过程。本文用复合泊松过程描述保费收入,从而将确定性保费收入条件下的破产概率模型拓展到随机化保费收入条件下的破产概率模型,在此基础上模拟计算了保险公司破产概率,并比较分析了不同的保险资金投资模式对破产概率的影响。
Premium income is an important factor in the bankruptcy probability of insurance companies. The traditional model of bankruptcy probability of insurance companies often regards the process of premium income as a continuous deterministic process. However, in reality, the process of premium income is a discrete random process. In this paper, the complex Poisson process is used to describe the premium income, so that the bankruptcy probability model under the condition of deterministic premium income can be extended to the bankruptcy probability model under the condition of randomized premium income. On this basis, the bankruptcy probability of the insurance company is simulated and compared The Impact of Different Insurance Funds Investment Patterns on Bankruptcy Probability.