考虑投资收益率随机变化的复合二项风险模型的破产概率

The ruin probabilities in compound binomial risk model with stochastic varying yields of investment

提出并讨论了含投资因素并且投资收益率为随机变量的复合二项风险模型 ,通过应用累进均值法则和 Chebychew不等式 ,得到了模型的破产概率表达式。

In this paper,we pose and discuss a compound binomial risk model that investment yields are stochastic variables.By applying progressive meam rule and Chebychev inequality,we obtain the formula of ultimate ruin probabilities.Also we compare some adjustment coefficients and the upper boundarier of the ruin probabilities,which are about cognate compound binomial risk models.