| 负二项过程下负风险模型的破产概率 |
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| 引用本文： | 郑敏衡,邓迎春,周杰明.负二项过程下负风险模型的破产概率[J].湖南文理学院学报(自然科学版),2011(2):16-18. |
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| 作者姓名： | 郑敏衡 邓迎春 周杰明 |
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| 作者单位： | 湖南师范大学数学与计算机科学学院; |
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| 摘 要： | 研究了索赔过程是复合负二项过程的负风险模型,得到了该模型的最终破产概率和Lundberg不等式.
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| 关 键 词： | 负风险 负二项过程 布朗运动 破产概率 Lundberg不等式 |
Ruin probability for the negative risk model with the negative compound binomial process |
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| ZHENG Min-heng,DENG Ying-chun,ZHOU Jie-ming.Ruin probability for the negative risk model with the negative compound binomial process[J].Journal of Hunan University of Arts and Science:Natural Science Edition,2011(2):16-18. |
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| Authors: | ZHENG Min-heng DENG Ying-chun ZHOU Jie-ming |
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| Institution: | ZHENG Min-heng,DENG Ying-chun,ZHOU Jie-ming(College of Mathematics and Computer Science,Hunan Normal University,Changsha 410081,China) |
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| Abstract: | The paper considers the negative risk model with aggregate claims modeled as a compound negative binomial process,and we derive the ruin probability and the Lundberg inequality. |
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| Keywords: | negative risk negative binomial process Brown motion ruin probability Lundberg inequality |
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