| 可变下限的负二项风险模型的破产概率 |
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| 引用本文： | 王志明,张新亮,余晖. 可变下限的负二项风险模型的破产概率[J]. 武汉冶金科技大学学报, 2009, 0(1): 110-112 |
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| 作者姓名： | 王志明 张新亮 余晖 |
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| 作者单位： | 武汉科技大学理学院,湖北武汉430065 |
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| 基金项目： | 国家自然科学基金资助项目（60574042）. |
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| 摘 要： | 考虑了理赔次数服从负二项分布的风险模型，在破产下界为可变函数情形下证明了调节系数尺的存在性，得出最终破产概率满足的表达式，同时证明了破产概率满足Lundberg不等式。
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| 关 键 词： | 负二项分布 破产下限 破产概率 盈余 |
Ruin probability of negative binomial risk model with variable lower limit |
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| Wang Zhiming,Zhang Xinliang,Yu Hui. Ruin probability of negative binomial risk model with variable lower limit[J]. , 2009, 0(1): 110-112 |
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| Authors: | Wang Zhiming Zhang Xinliang Yu Hui |
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| Affiliation: | (College of Science,Wuhan University of Seienee and Technology, Wuhan 430065, China) |
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| Abstract: | The risk model is considered in this paper, in which the numbers ot claims are negative binomial distributed. When the lower limit is a variable function, the existence of regulator R is proved, and the explicit expression for the ultimate ruin probability is obtained. At the same time, it is proved that the ruin probability satisfies the Lundberg inequality. |
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| Keywords: | negative binomial distribution the limit of ruin ruin probability reserve |
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