保费收取次数为负二项随机序列的复合泊松风险模型的破产概率

Ruin Probability of Compound Poisson Risk Model with Premium Collection Times as Negative Binomial Random Sequence

在经典的风险模型的基础上,考虑保费收取次数为负二项随机序列且保单的保费为随机变量,而索赔过程为复合Poisson过程时的情形,得到了破产概率以及Lundberg不等式.

Based on the classic risk model, this paper studies the situation where premium collection times are negative binomial random sequence and the premium of insurance policy is random variable, while the claim for compensation is a compound Poisson process, and obtains the rain probability and hmdberg inequality.