摘要
应用分析方法研究了保险公司在完全离散复合二项风险模型下的生存概率问题,得到了生存到固定时刻n及在时刻n恰好发生了k次赔付且盈余为某数x(x≥0)的概率公式;并由此得到有限时间内的生存概率公式.
Applying analytic method,the survival probabilities in finite time period in fully discrete binomial risk model are researched for insurance firm.The formula of surviving until the finite time n and just taking place k times payments and gaining x(x≥0) on that time are got.The formula of the survival probability in finite time period also are got for that reason.
出处
《云南大学学报（自然科学版）》
CAS
CSCD
2003年第5期386-390,共5页
Journal of Yunnan University(Natural Sciences Edition)
基金
云南省金融数学省院省校合作项目.
