| 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 |
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| 引用本文： | 乔克林,何树红,马乐荣. 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[J]. 延安大学学报(自然科学版), 2002, 21(4): 13-15,19 |
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| 作者姓名： | 乔克林 何树红 马乐荣 |
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| 作者单位： | 1. 延安大学数学与计算机科学学院,陕西,延安,716000
2. 云南大学,数学系,云南,昆明,650091 |
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| 摘 要： | 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。文章还对几类相关的复二项风险模型的调节系数及破产概率上界进行了比较。
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| 关 键 词： | 投资收益率 复合二项风险模型 破产概率 调节系数 随机变量 累进均值法则 Chebychew不等式 保险公司 |
| 文章编号： | 1004-602X(2002)04-0013-04 |
The ruin probabilities in compound binomial risk model with stochastic varying yields of investment |
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| QIAO Ke lin ,HE Shu hong ,MA Le rong. The ruin probabilities in compound binomial risk model with stochastic varying yields of investment[J]. Journal of Yan'an University(Natural Science Edition), 2002, 21(4): 13-15,19 |
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| Authors: | QIAO Ke lin HE Shu hong MA Le rong |
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| Affiliation: | QIAO Ke lin 1,HE Shu hong 2,MA Le rong 2 |
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| Abstract: | 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. |
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| Keywords: | compound binomial risk mokdel ruin probability adjustment coefficient |
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