| 一类双险种复合二项风险模型的破产概率 |
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| 引用本文： | 陈新美,刘再明.一类双险种复合二项风险模型的破产概率[J].曲阜师范大学学报,2006,32(3):27-29. |
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| 作者姓名： | 陈新美 刘再明 |
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| 作者单位： | [1]长沙理工大学数学与计算科学学院,410076 [2]中南大学数学科学与计算技术学院,湖南省长沙市410075 |
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| 摘 要： | 讨论了双险种的一般情形的复合二项风险模型，得出了最终破产概率公式．
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| 关 键 词： | 复合二项风险模型 鞅 破产概率 矩母函数 |
| 文章编号： | 1001-5337（2006）07-0027-03 |
| 收稿时间： | 2005-10-06 |
| 修稿时间： | 2005-10-06 |
Ruin Probability for a Double Type-insurance Compound Binomial Risk Model |
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| CHEN Xin-mei,LIU Zai-ming.Ruin Probability for a Double Type-insurance Compound Binomial Risk Model[J].Journal of Qufu Normal University(Natural Science),2006,32(3):27-29. |
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| Authors: | CHEN Xin-mei LIU Zai-ming |
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| Institution: | 1. College of Mathematics and Computing Science,Changsha University of Science and Technology, 410076;2. College of Mathematical Science and Computing Technology, Central South University, 410075,Changsha, Hunan, PRC |
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| Abstract: | Some properties for a double type-insurance compound binomial risk model is given, and the formula of the ruin probability are obtained in this paper. |
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| Keywords: | compound binomial risk model martingale ruin probability moment generating function |
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