| 一类离散双险种风险模型的破产概率和Lundberg不等式 |
| |
| 引用本文： | 赵培臣.一类离散双险种风险模型的破产概率和Lundberg不等式[J].重庆工商大学学报(自然科学版),2011,28(5):444-446. |
| |
| 作者姓名： | 赵培臣 |
| |
| 作者单位： | 菏泽学院数学系,山东菏泽,274015 |
| |
| 基金项目： | 山东省统计科研重点项目 |
| |
| 摘 要： | 在经典风险模型的基础上,研究了索赔到达分别服从Poisson序列和负二项序列的一类离散双险种风险模型,得到了最终破产概率的表达式及其Lundberg不等式.
|
| 关 键 词： | 双险种 负二项随机序列 破产概率 Lundberg不等式 |
The Ruin Probability and Lundberg Inequality of a Class of Discrete Risk Model with Double-type Insurance |
| |
| ZHAO Pei-chen.The Ruin Probability and Lundberg Inequality of a Class of Discrete Risk Model with Double-type Insurance[J].Journal of Chongqing Technology and Business University:Natural Science Edition,2011,28(5):444-446. |
| |
| Authors: | ZHAO Pei-chen |
| |
| Institution: | ZHAO Pei-chen(Department of Mathematics,Heze University,Shandong Heze 274015,China) |
| |
| Abstract: | Based on the classical risk model,a class of discrete double-type insurance risk model,where the arrivals of claim respectively follow Poisson series and negative binomial series,is studied.The formula of ultimate ruin probability and Lundberg inequality for this model are obtained. |
| |
| Keywords: | double-type insurance negative binomial stochastic series ruin probability Lundberg inequality |
| 本文献已被 CNKI 万方数据 等数据库收录！ |
| 点击此处可从《重庆工商大学学报(自然科学版)》浏览原始摘要信息 |
| 点击此处可从《重庆工商大学学报(自然科学版)》下载免费的PDF全文 |
