| 保费收取次数为负二项随机序列的复合泊松风险模型的破产概率 |
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| 引用本文： | 龙国军 张曾 刘立国. 保费收取次数为负二项随机序列的复合泊松风险模型的破产概率[J]. 重庆理工大学学报(自然科学版), 2007, 21(11): 46-49,67 |
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| 作者姓名： | 龙国军 张曾 刘立国 |
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| 作者单位： | 中南大学数学科学与计算技术学院,长沙410075 |
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| 摘 要： | 在经典的风险模型的基础上，考虑保费收取次数为负二项随机序列且保单的保费为随机变量，而索赔过程为复合Poisson过程时的情形，得到了破产概率以及Lundberg不等式．
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| 关 键 词： | 负二项分布 破产概率 泊松分布 Lundberg不等式 |
| 文章编号： | 1671-0924（2007）06-0046-04 |
| 收稿时间： | 2007-02-06 |
| 修稿时间： | 2007-02-06 |
Ruin Probability of Compound Poisson Risk Model with Premium Collection Times as Negative Binomial Random Sequence |
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| LONG Guo-jun, ZHANG Zeng, LIU Li-guo. Ruin Probability of Compound Poisson Risk Model with Premium Collection Times as Negative Binomial Random Sequence[J]. Journal of Chongqing University of Technology(Natural Science), 2007, 21(11): 46-49,67 |
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| Authors: | LONG Guo-jun ZHANG Zeng LIU Li-guo |
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| Affiliation: | School of Mathematical Sciences and Computing Technology, Central South University, Changsha 410075, China |
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| Abstract: | Based on the classic risk model, this paper studies the situation where premium collection times are negative binomial random sequence and the premium of insurance policy is random variable, while the claim for compensation is a compound Poisson process, and obtains the rain probability and hmdberg inequality. |
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| Keywords: | negative binomial distribution rain probability Poisson Distribution hmdberg inequality |
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