双二项风险模型下双险种的破产概率

Ruin Probability of a Double Binomial Risk Model with Two-type Claims

复合二项模型假定在每一单位时间内索赔或者不发生,或者只发生一次.在经典的复合二项模型中,保险公司按照单位时间常速率收取保费(假定每张保单的保险费相等).但在实际中,不同单位时间所收取的保单数常常不一样,是一个随机变量,可能服从某一离散分布.根据这一实际情况,本文将经典的复合二项风险模型推广,将保单收入过程推广为一个与索赔过程独立的二项过程.这样,盈余过程包含两个二项过程.

Compound binomial model assumes that the claim either not occur,or only occurs once each unit of time.In the classical compound binomial model,insurance companies often charge premium rates according to constant rate each unit of time（assuming the same premium per warranty）.However,in practice,the number of warranty charged in different units of time is often not the same,it is a random variable,it maybe obey discrete distribution.According to the actual situation,this thesis will expand classical compound binomial risk model.the process of the warranty income was expanded to be a binomial process that is independent from a claims process.In this way,the surplus process consists of two processes.