复合二项风险模型的破产概率

THE RUIN PROBABILITIES IN THE COMPOUND BINOMIAL MODEL

本文讨论了一般情形的复合二项风险模型，得出了初始资本为０时的破产概率以及初始资本为ｕ≥０的情况下的破产概率的一般公式．

In this paper some properties of the general compound binomial risk model are considered, then the ruin probability of a company having initial capital 0 and the formulas of ultimate ruin probabilities of initial capital u≥0 are got.