摘要
讨论了一般情形的复合负二项风险模型,得出了初始资本为0时的破产概率以及初始资本为u(u≥0)时的破产概率的一般公式.
In this paper, some properties of the general compound negative binomial risk model are considered. Then the bankruptcy probability of a company with initial capital 0 and the common formulas of ultimate bankruptcy probabilities with initial capital 0 are given.
出处
《山东科技大学学报（自然科学版）》
CAS
2006年第1期102-104,共3页
Journal of Shandong University of Science and Technology(Natural Science)
关键词
风险模型
破产概率
盈余
理赔
risk model
bankruptcy probability
surplus
claim
