双负二项风险模型的破产概率 |
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引用本文: | 赵朋,马松林.双负二项风险模型的破产概率[J].合肥联合大学学报,2007,17(1):21-23. |
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作者姓名: | 赵朋 马松林 |
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作者单位: | 安徽大学数学与计算科学学院,合肥230039 |
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摘 要: | 研究的是保费收取的次数为负二项随机序列的复合负二项模型时的破产概率.对离散的经典风险模型进行改进,讨论了盈余的性质,给出了关于破产概率的一个定理,得到了破产概率的上限.
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关 键 词: | 负二项分布 风险模型 随机序列 盈余 |
文章编号: | 1673-162X(2007)01-0021-03 |
收稿时间: | 2006-10-11 |
修稿时间: | 2006-12-15 |
Ruin Probability of the Double Negative Binomial Risk Model |
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Authors: | ZHAO Peng MA Song-lin |
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Abstract: | In the compound negative binomial risk model, we consider that insurers premium income is a constant at per unit time. Here the premium is a negative binomial discussed in the paper. Using these characters, we drive a theorem with ruin probability and obtain an inequality the same as the classical ruin model. |
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Keywords: | negative binomial distribution risk model claim amounts surplus |
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