摘要
考虑了复合负二项风险模型下的破产概率.利用复合负二项分布与复合 Poisson 分布的关系,并利用古典风险模型下已有的一些结果,简单明确的得到了初始资本为 u(u≥0)时的破产概率.
The ruin probability of compound negative binomial risk model is considered. Resort to the relationship between compound Poisson distribution and compound negative bino- mial distribution, and using some results available under the classical risk model, the ruin probability with initial surplus u （u≥0） are derived.
出处
《南开大学学报（自然科学版）》
CAS
CSCD
北大核心
2008年第1期110-112,共3页
Acta Scientiarum Naturalium Universitatis Nankaiensis
关键词
复合负二项风险模型
古典风险模型
破产概率
compound negative binomial risk model
classical risk model
ruin probability
