A periodic-review insurance model is studied under the following assumptions. One-period insurance claims form a sequence of independent identically distributed nonnegative random variables with a finite mean. At the beginning of each period a quota δ of the company surplus is invested in a non-risky asset for m periods. Theoretical expressions for finite-time and ultimate ruin probabilities, in terms of multiple integrals, are presented and applied to the particular case where claims are exponential. Dividend problems are also considered. Numerical results obtained by virtue of simulation are provided and other algorithmic approaches are discussed. Sensitivity analysis of ruin probability is carried out for the case of exponential claims.

在以下假设下研究定期审查保险模型。一期保险索赔形成了一系列均值有限的独立相等分布的非负随机变量。在每个时期的开始，公司盈余的配额δ被投资在m个时期的无风险资产中。提出了用多重积分表示的有限时间和最终破产概率的理论表达式，并将其应用于索赔呈指数形式的特殊情况。还考虑了股息问题。提供了通过仿真获得的数值结果，并讨论了其他算法方法。对于指数索赔的情况，进行了破产概率的敏感性分析。