郑州大学学报（理学版）2011，Vol.43Issue(3)：34-37,4.
复合二项分布下多险种的负风险模型
Negative Multiple Line Risk Model with Compound Binomial Process
摘要
Abstract
The negative multiple line risk model of discrete process was considered. Insurers' premium income was a negative constant, and claims models were compound binomial risk process. By constructing the expectations about claim process, the adjustment coefficient of definition was given. Then in line with martingale theory, the Lundberg inequality of ruin probability was concluded, furthermore, ruin probability formula and the exact formula of ruin probability were obtained by the updated theory and recursion. And the limit of ruin probability was given at the end of the paper according to the exact formula of ruin probability.关键词
负风险；复合二项风险过程；破产概率；Lundberg不等式Key words
negative risk/compound binomial process/ruin probability/Lundberg inequality分类
数理科学引用本文复制引用
赵娟,金燕生,刘征福..复合二项分布下多险种的负风险模型[J].郑州大学学报（理学版）,2011,43(3):34-37,4.基金项目
河北省教育厅自然科学研究项目,编号Z2008136. （）
