摘要
将双二项风险模型推广为具有混合保费收入的新模型,并运用鞅论的方法得出破产概率满足Lundberg不等式和一般表达式.
This paper discussed the new model： binomial risk model of two-type insurance with mixed premium. The Lundberg inequality and the formula of the ruin probability were obtained by using the method of martingale theory.
出处
《经济数学》
北大核心
2009年第2期41-44,共4页
Journal of Quantitative Economics
关键词
双二项风险模型
鞅
破产概率
double binomial risk model
martingale
ruin probability
