| 带干扰的保费随机收取的双险种风险模型 |
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| 引用本文： | 陈贵磊,张相虎,边平勇.带干扰的保费随机收取的双险种风险模型[J].经济数学,2011,28(1):68-70. |
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| 作者姓名： | 陈贵磊 张相虎 边平勇 |
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| 作者单位： | 山东科技大学,泰安校区基础课部,山东泰安,271019 |
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| 基金项目： | 山东省统计局统计科研项目(KT1082); 山东科技大学2009年“春蕾计划”项目(2009AZZ087) |
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| 摘 要： | 推广了已有文献中提出的带干扰的双险种复合负二项风险模型，让保费收取次数服从负二项分布，两类险种的索赔也服从负二项分布，得到了带干扰的保费随机收取的双险种风险模型，给出了破产概率的一般表达式和上界．
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| 关 键 词： | 负二项随机序列 双险种 破产概率 |
Study on the Double Type Insurance Risk Model with Random Income and Diffusion |
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| CHEN Gui lei,ZHANG Xiang hu,BIAN Ping yong.Study on the Double Type Insurance Risk Model with Random Income and Diffusion[J].Mathematics in Economics,2011,28(1):68-70. |
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| Authors: | CHEN Gui lei ZHANG Xiang hu BIAN Ping yong |
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| Institution: | CHEN Gui-lei,ZHANG Xiang-hu,BIAN Ping-yong(Fundamental department of College of Science,SUST,Tai-an,Shandong 271019,China) |
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| Abstract: | The risk model a mpound negative binomial risk model of double line perturbed by diffusion was extended,Asuming that the premium eolleeting frequencies are a stoehastie negative binomial series, and the double-type claims are a negative binomial series, then a double-type insurance risk model with random income and diffusion was obtained. The formulas of ultimate ruin probability for this model was obtained. |
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| Keywords: | negative binomial stochastic series double-type insurance ruin probability |
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