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.
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.
出处
《合肥学院学报（自然科学版）》
2007年第1期21-23,共3页
Journal of Hefei University :Natural Sciences
关键词
负二项分布
风险模型
随机序列
盈余
negative binomial distribution
risk model
claim amounts
surplus
