| 广义复合二项风险模型下的破产概率 |
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| 引用本文： | 徐金福,刘再明.广义复合二项风险模型下的破产概率[J].数学理论与应用,2004,24(1):93-96. |
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| 作者姓名： | 徐金福 刘再明 |
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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： | 将复合二项风险模型的保费收入推广为在单位时间内收取的保单数服从强度为α的poisson分布，利用鞅方法得出了其破产概率的一般公式及满足Lundberg不等式。
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| 关 键 词： | 广义复合二项风险模型 破产概率 鞅论 Lundberg不等式 保费收入 poisson分布 |
The Ruin Probabilities in the Compund Binomial Risk Model |
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| Xu Jinfu Liu Zaiming.The Ruin Probabilities in the Compund Binomial Risk Model[J].Mathematical Theory and Applications,2004,24(1):93-96. |
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| Authors: | Xu Jinfu Liu Zaiming |
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| Abstract: | In his paper,We consider a generalized compound biomial risk model,Which the occurrence of the premium is described by a poisson process.Then Lundberg inequality and the ruin probability in this new model through stochastic process and martingale theory are concluded. |
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| Keywords: | Generalized compund bionmial risk model martingale stopping-time Ruin probabilities |
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