| 常利率复合二项风险模型的破产概率分布 |
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| 引用本文： | 乔克林,乔小宁,曹振江. 常利率复合二项风险模型的破产概率分布[J]. 延安大学学报(自然科学版), 2014, 0(1): 9-11,15 |
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| 作者姓名： | 乔克林 乔小宁 曹振江 |
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| 作者单位： | 延安大学数学与计算机科学学院,陕西延安716000 |
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| 基金项目： | 陕西省教育厅自然科学基金（2013JK0576）;陕西省高水平大学建设专项资金资助项目（2012SXTS07） |
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| 摘 要： | 研究了含利率因素的复合二项双险种风险模型的破产问题,获得了该模型下破产概率和生存概率的递推式以及所满足的积分方程.
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| 关 键 词： | 利率 双险种 复合二项 破产概率 生存概率 |
Ruin Probability Distributions of Compound Binomial Risk Model with Constant Interest Rate |
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| QIAO Ke-lin,QIAO Xiao-ning,CAO Zhen-jiang. Ruin Probability Distributions of Compound Binomial Risk Model with Constant Interest Rate[J]. Journal of Yan'an University(Natural Science Edition), 2014, 0(1): 9-11,15 |
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| Authors: | QIAO Ke-lin QIAO Xiao-ning CAO Zhen-jiang |
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| Affiliation: | ( College of Mathematics and Computer Science, Yanan University Yanan 716000, China) |
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| Abstract: | We consider a two - type - insurance compound binomial risk model, where the factor of interest rate is taken into account. Under the model, the recursive formulas and the integral equations, which are about ruin proba- bilities and survival probabilities, are obtained. |
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| Keywords: | interest rate two- type insurance compound binomial ruin probability survival probability |
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