摘要
在经典风险模型的基础上,考虑到投资收益的情况,讨论了保费收取次数和索赔过程均为二项分布的双险种风险模型,得到了模型的破产概率表达式及Lundberg不等式.
According to the actual situation,the two-type-risk model with the arrival of the term policies and the occurrences of the claim happen as binominal process by considering the investment income was discussed based on the classical model. Then the formula of ultimate ruin probability and the Lundberg inequality were derived.
出处
《郑州轻工业学院学报（自然科学版）》
CAS
2013年第5期105-108,共4页
Journal of Zhengzhou University of Light Industry:Natural Science
基金
国家自然科学基金项目(11201124)
关键词
投资收益
双险种
二项风险模型
破产概率
investment income
two-type-risk insurance
binominal risk model
ruin probability
