摘要
在考虑投资因素以及通货膨胀等随机因素的影响下,讨论了保费收入及理赔额均服从复合负二项分布的风险模型,得到了该模型最终破产概率的Lundberg不等式以及一般表达式.
By considering the factors of investment and inflation, the risk model is studied in which the premium amounts and the claim amounts obey the compound negative binomial distribution . The formula of ultimate probability and Lundberg inequality for the improved model are obtained.
出处
《甘肃科学学报》
2008年第2期142-145,共4页
Journal of Gansu Sciences
基金
教育部"春晖计划"基金(Z2006-1-62006)
兰州理工大学优秀中青年教师基金(Q200106)
关键词
破产概率
风险模型
调节系数
ruin probability
risk model
adjustment coefficient
