摘要
研究了保费收取次数为负二项随机序列且由进入过程的随机选择生成索赔过程的风险模型,得到破产概率的一般表达式和Lundberg上界,并分析了破产概率与初始资本、保费额及理赔额之间的关系.
A risk model of the insurance for taking negative binomial random process and claim process for entering process is considered.Under the general condition,the formula of the ruin probability and the Lundberg inequality are derived.The relationship between the ruin probability,the initial capital,the premium amounts and the claim amounts is discussed.
出处
《江西师范大学学报（自然科学版）》
CAS
北大核心
2010年第6期604-608,共5页
Journal of Jiangxi Normal University(Natural Science Edition)
基金
甘肃省自然科学基金(096RJZE106)
甘肃省教育厅科研(0908-07)
天水师范学院科研(TSB0814)资助项目
关键词
负二项分布
破产概率
鞅
调节系数
negative binomial distribution
ruin probability
martingale
adjustment coefficient
