可变下限的负二项风险模型的破产概率

Ruin probability of negative binomial risk model with variable lower limit

考虑了理赔次数服从负二项分布的风险模型,在破产下界为可变函数情形下证明了调节系数R的存在性,得出最终破产概率满足的表达式,同时证明了破产概率满足Lundberg不等式。

The risk model is considered in this paper, in which the numbers ot claims are negative binomial distributed. When the lower limit is a variable function, the existence of regulator R is proved, and the explicit expression for the ultimate ruin probability is obtained. At the same time, it is proved that the ruin probability satisfies the Lundberg inequality.