摘要
讨论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不等式和破产概率的上界.
In this paper, the insurance for taking negative binomial random sequences of Compound Poisson risk model was discussed. The Lundberg inequality and uppcr boundary of the ruin probability are got.
出处
《佳木斯大学学报(自然科学版)》
CAS
2008年第4期563-564,共2页
Journal of Jiamusi University:Natural Science Edition
关键词
负二项分布
破产概率
negative binomial distribution
ruin probability