| 两险种广义复合Poisson风险模型下的破产概率 |
| |
| 引用本文： | 王志福,田丰,金姝,潘旭,王艳.两险种广义复合Poisson风险模型下的破产概率[J].锦州师范学院学报(自然科学版),2014(1):1-4,60. |
| |
| 作者姓名： | 王志福 田丰 金姝 潘旭 王艳 |
| |
| 作者单位： | 渤海大学 数理学院,辽宁 锦州121013 |
| |
| 基金项目： | 国家自然科学基金（No：11371070）. |
| |
| 摘 要： | 广义复合Poisson风险模型被推广到两险种广义复合Poisson风险模型，并给出了理赔额分别服从指数和混合指数分布且初始资金为u的破产概率ψ（ u）的明确表达式以及安全系数。
|
| 关 键 词： | 广义复合Poisson风险模型的破产概率 指数分布 混合指数分布 |
The probability of ruin in double -type insurance generalized compound Poisson risk model |
| |
| WANG Zhi-fu,TIAN Feng,JIN Shu,PAN Xu,WANG Yan.The probability of ruin in double -type insurance generalized compound Poisson risk model[J].Journal of Jinzhou Normal College (Natural Science Edition),2014(1):1-4,60. |
| |
| Authors: | WANG Zhi-fu TIAN Feng JIN Shu PAN Xu WANG Yan |
| |
| Institution: | (College of Mathematics and Physics, Bohai University, Jinzhou 121001, China) |
| |
| Abstract: | The generalized compound Poisson risk model was generalized to double -type insurance com-pound Poisson risk model .Explicit expressions of ruin probability ψ（ u） and security coefficient under the condi-tion that the claims obey an exponential distribution or a combination of several exponential distribution and the initial capital is u. |
| |
| Keywords: | ruin probability of generalized compound Poisson risk model exponential distribution combi-nation of several exponential distribution |
| 本文献已被 维普 等数据库收录！ |
