带干扰的双险种复合负二项风险模型 |
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引用本文: | 方世祖,;刘瑶环,;孙歆,;赵培臣.带干扰的双险种复合负二项风险模型[J].广西师院学报,2008(1):4-7. |
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作者姓名: | 方世祖 ;刘瑶环 ;孙歆 ;赵培臣 |
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作者单位: | [1]广西大学数学与信息科学学院,广西南宁530004; [2]长江大学信息与数学学院,湖北荆州434023 |
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基金项目: | 广西科学基金(桂科自0542044);广西大学科研基金(X071085) |
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摘 要: | 基于保险公司在实际经营中收益所具有的不确定性,在现有文献模型的基础上建立了一个更现实的风险模型即带干扰的双险种复合负二项风险模型,给出了其破产概率的表达式及其相应的Lundberg不等式.
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关 键 词: | 负二项分布 扰动 双险种 破产概率 |
A Compound Negative Binomial Risk Model of Double Line Perturbed by Diffusion |
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Institution: | FANG Shi-zu , LIU Yao-huan, SUN Xin , ZHAO Pei-chen (1. College of Mathematics and Information Science, Guangxi University, Guangxi Nanning 530004, China; 2. College of Information and Mathematics, Yangtze University, Hubei Jingzhou 434023, China) |
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Abstract: | Considering the uncertainties associated with the income of the insurance company, the authors introduced a more realistic risk model: a compound negative binomial risk model of double line perturbed by diffusion. The Lundberg inequality and the common formula for the ruin probability are obtained. |
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Keywords: | compound negative binomial diffusion double line risk ruin probability |
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