摘要
讨论保险费收取率为随机变量且含有随机干扰因素的风险模型,索赔过程由投保过程生成,在更一般的情形下,得到了破产概率满足的Lundberg不等式和破产概率的上界。
The risk model is discussed when the premium collection rate is a random variable with random interference factors.The claim process is generated form the insurance process.In general,the ruin probability satisfies the Lundberg inequality and the upper limit of urin probability.
出处
《渤海大学学报（自然科学版）》
CAS
2009年第4期336-338,共3页
Journal of Bohai University:Natural Science Edition
基金
天水师范学院科研基金资助项目(No:TSB0814)
关键词
负二项分布
破产概率
鞅
调节系数
negative binomial distribution
ruin probability
martingale
adjustment coeffient
