摘要
首先将经典的复合二项风险模型推广到保费到达过程与个体索赔过程是两个相互独立的二项过程的一种新模型,然后运用两种方法得出破产概率满足的一般公式和Lundberg不等式.
In this paper, we generalized the classical compound binomial risk model to a new risk model, which the arrival of term policies and the occurence of claims follow two independent binomial processes. Then we got the formula of the ruin probability in this new model and the Lundberg inequality.
出处
《应用数学与计算数学学报》
2004年第2期73-78,共6页
Communication on Applied Mathematics and Computation
