摘要
在经典风险模型的基础上,考虑了保费收取次数是负二项随机序列时的情形,得到了破产概率满足的Lundberg不等式和一般公式,得到了破产概率的一个上界。
In the compound binomial risk model, it is assumed that the insurers premium income is a constant at per unit time. We consider that the premium is a negative binomial discussed in the paper. Usingthese characters, we drive a theorem with ruin probability and obtain an inequality the same as the classicalruin model.
出处
《山东科技大学学报（自然科学版）》
CAS
2006年第1期85-86,92,共3页
Journal of Shandong University of Science and Technology(Natural Science)
关键词
负二项分布
破产概率
随机序列
negative binomial distribution
surplus
premium
claim amounts
risk model
ruin probability
