完全离散二项风险模型下有限时间内的生存概率

The Finite Time Survival Probabilities in the Fully Discrete Compound Binomial Model

本文用分析方法研究了保险公司在完全离散复合二项风险模型下生存到固定时刻＼ｎ，在ｎ恰好发生第ｋ次赔付，而且在时刻ｎ的盈余为某数ｘ（ｘ≥０）的概率公式．由此得到了有限时间内的生存概率公式．

The probabilities of the following events for a fully discrete binomial risk model are discussed in this paper: the insurance company survives to any fixed time n, the surplus at time n equals x and the k-th individual claim happens at time n. Finally, The finite time survival probability is determined based on the probability mentioned above.