| L—C经典破产模型的推广及应用 |
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| 引用本文： | 曲中宪,武文华,徐中海.L—C经典破产模型的推广及应用[J].吉林林学院学报,2009(4):300-303. |
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| 作者姓名： | 曲中宪 武文华 徐中海 |
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| 作者单位： | 东北电力大学理学院,吉林吉林132012 |
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| 基金项目： | 国家973计划资助项目（2007cb206904）. |
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| 摘 要： | 在L—C破产模型的基础上，建立了多险种破产模型，扩展了应用范围，提出了保证破产概率不大于α时初始资本u的一个很好的分配方案．
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| 关 键 词： | 破产概率 调节系数 矩母函数 分配方案 |
Generalization and Application of the Classical L-C Ruin Model |
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| Authors: | QU Zhong-xian WU Wen-hua XU Zhong-hai |
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| Institution: | (School of Mathematics and Physics, Northeast Dianli University, Jilin 132012, China ) |
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| Abstract: | The ruin models of multiple insurances are established on the basis of the L-C ruin model, the application scope of the model is extended. Furthermore,we give a good allocation scheme of the initial capital to assure that the ruin probability is not bigger than α. |
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| Keywords: | Ruin probability Adjustment coefficient Moment generating function Allocation scheme |
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