| 改进后双复合负二项分布的破产概率 |
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| 引用本文： | 刘琪,黎锁平.改进后双复合负二项分布的破产概率[J].甘肃科学学报,2008,20(2):142-145. |
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| 作者姓名： | 刘琪 黎锁平 |
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| 作者单位： | 兰州理工大学,理学院,甘肃,兰州,730050 |
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| 基金项目： | 教育部春晖计划项目
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兰州理工大学校科研和教改项目 |
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| 摘 要： | 在考虑投资因素以及通货膨胀等随机因素的影响下，讨论了保费收入及理赔额均服从复合负二项分布的风险模型，得到了该模型最终破产概率的Lundberg不等式以及一般表达式．
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| 关 键 词： | 破产概率 风险模型 调节系数 |
The Ruin Probability of an Improved Double Compound Negative Binomial Risk model |
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| LIU Qi,LI Suo-ping.The Ruin Probability of an Improved Double Compound Negative Binomial Risk model[J].Journal of Gansu Sciences,2008,20(2):142-145. |
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| Authors: | LIU Qi LI Suo-ping |
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| Institution: | School of Sciences;Lanzhou University of Science and Technology;Lanzhou 730050;China |
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| Abstract: | By considering the factors of investment and inflation,the risk model is studied in which the premium amounts and the claim amounts obey the compound negative binomial distribution.The formula of ultimate probability and Lundberg inequality for the improved model are obtained. |
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| Keywords: | ruin probability risk model adjustment coefficient |
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