摘要
在经典风险模型的基础上,研究了索赔到达分别服从Poisson序列和负二项序列的一类离散双险种风险模型,得到了最终破产概率的表达式及其Lundberg不等式.
Based on the classical risk model,a class of discrete double-type insurance risk model,where the arrivals of claim respectively follow Poisson series and negative binomial series,is studied.The formula of ultimate ruin probability and Lundberg inequality for this model are obtained.
出处
《重庆工商大学学报（自然科学版）》
2011年第5期444-446,共3页
Journal of Chongqing Technology and Business University:Natural Science Edition
基金
山东省统计科研重点项目(KT0914)
关键词
双险种
负二项随机序列
破产概率
LUNDBERG不等式
double-type insurance
negative binomial stochastic series
ruin probability
Lundberg inequality
