| 索赔次数服从泊松负二项分布的风险模型的破产概率 |
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| 引用本文： | 牛银菊,马崇武.索赔次数服从泊松负二项分布的风险模型的破产概率[J].江西师范大学学报(自然科学版),2020,44(5):530-533. |
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| 作者姓名： | 牛银菊 马崇武 |
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| 作者单位： | 1.东莞理工学院计算机学院,广东 东莞 523808; 2.东莞理工学院生态环境与建筑工程学院,广东 东莞 523808 |
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| 基金项目： | 广东省科技计划;东莞市高等院校科研机构科技计划 |
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| 摘 要： | 该文对带有退保及随机投资收益的风险模型进行研究, 其中索赔次数服从泊松负二项分布, 且退保次数是保费收取次数的一个p-稀疏过程, 运用鞅论给出了索赔次数服从泊松负二项分布的风险模型的破产概率和在破产概率表达式中调节系数需要满足的方程.
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| 关 键 词： | 泊松负二项分布 风险模型 破产概率 鞅论 |
The Ruin Probability of the Risk Model with Claim Numbers in Poisson Negative Binomial Distribution |
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| NIU Yinju,MA Chongwu.The Ruin Probability of the Risk Model with Claim Numbers in Poisson Negative Binomial Distribution[J].Journal of Jiangxi Normal University (Natural Sciences Edition),2020,44(5):530-533. |
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| Authors: | NIU Yinju MA Chongwu |
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| Institution: | 1.Computer College,Dongguan University of Technology,Dongguan Guangdong 523808,China; 2.School of Environment and Civil Engineering,Dongguan University of Technology,Dongguan Guangdong 523808,China |
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| Abstract: | In this paper,the ruin probability of the risk model with refunding and stochastic return on investment is studied,where the claim numbers are Poisson negative binomial(PNB)distribution and the refunding numbers as the p-thinning process of the charge of premium.The Ruin Probability of the Risk Model with Claim Numbers in PNB distribution is given by using martingale theory.The equation of calculating the adjustment in the ruin probability expression is also given. |
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| Keywords: | Poisson negative binomial(PNB)distribution risk model ruin probability martingale theory |
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