通过建立合适的数学模型,运用古典概率论的有关知识,针对索赔额服从卡方分布的模型导出了保险公司最终破产概率的显式表达式,并得到了相应的渐近估计,所得结果推广包含了文献[1]和文献[8]的相关结论。
With establishing a suitable mathematical model, the classical probability theory is used to derive the explicit expression of the last probability of ruin of insurance company that the claim sum obeying the X2 distribution model, and its approachable estimate is obtained. The conclu- sions improved the results of literature [ 1 ] and [ 8 ].