| 一类广义双险种离散风险模型破产概率的估计 |
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| 引用本文： | 钟朝艳.一类广义双险种离散风险模型破产概率的估计[J].曲靖师范学院学报,2009,28(3). |
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| 作者姓名： | 钟朝艳 |
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| 作者单位： | 曲靖师范学院,数学与信息科学学院,云南,曲靖,655011 |
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| 基金项目： | 云南省教育厅科学研究基金 |
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| 摘 要： | 考虑一类广义离散双险种风险模型，其一类险种的索赔为复合负二项分布，另一类险种的索赔为复合二项分布，保费收取为复合负二项分布，讨论了其盈余的性质，给出了关于破产概率的一个定理及上界．
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| 关 键 词： | 离散风险模型 双险种 盈余 破产概率 |
Estimation of Upper Bound of Ruin Probability in A Generalized Discrete Insurance Risk Model with Two-type Claims |
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| Zhong Chaoyan.Estimation of Upper Bound of Ruin Probability in A Generalized Discrete Insurance Risk Model with Two-type Claims[J].Journal of Qujing Normal College,2009,28(3). |
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| Authors: | Zhong Chaoyan |
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| Institution: | School of Mathematics and Information Science;Qujing Normal University;Qujing Yunnan 655011;China |
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| Abstract: | In this paper,we consider a generalized discrete insurance risk model with two-type claims,where the arrivals of claim obey compound negative binomial distribution and compound binomial distribution,the arrival of insurance policies obey compound negative binomial distribution.The characters of surplus process in this new model is discussed.At the same time,a theorem and upper bound about ruin probability are obtained. |
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| Keywords: | the discrete insurance risk model two-type insurance surplus ruin probability |
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