| 复合二项过程下的负风险模型 |
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| 引用本文： | 罗葵,胡亦钧.复合二项过程下的负风险模型[J].数学杂志,2009,29(4). |
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| 作者姓名： | 罗葵 胡亦钧 |
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| 作者单位： | 武汉大学数学与统计学院,湖北,武汉,430072 |
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| 基金项目： | 国家自然科学基金，the Ministry of Education of China |
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| 摘 要： | 本文研究了总索赔服从复合二项过程的负风险模型.通过鞅方法推导出了该模型破产概率的Lundberg不等式和破产概率的精确表达式.
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| 关 键 词： | 负风险 复合二项过程 破产概率 Lundberg不等式 |
THE NEGATIVE RISK MODEL WITH THE COMPOUND BINOMIAL PROCESS |
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| LUO Kui,HU Yi-jun.THE NEGATIVE RISK MODEL WITH THE COMPOUND BINOMIAL PROCESS[J].Journal of Mathematics,2009,29(4). |
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| Authors: | LUO Kui HU Yi-jun |
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| Abstract: | The paper considers the negative risk model with the aggregate claims modeled as a compound binomial process. Through martingale theory the Lundberg inequality is concluded, furthermore the exact ruin probability is obtained by recursion. |
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| Keywords: | negative risk compound binomial process ruin probability Lundberg inequality |
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