考虑投资的双复合二项风险模型的破产概率  

Ruin Probabilities of a Double Compound Binomial Risk Model with Investment

作　　者：乔克林[1] 侯致武[1] 

机构地区：[1]延安大学数学与计算机科学学院,陕西延安716000

出　　处：《延安大学学报（自然科学版）》2011年第3期32-35,共4页Journal of Yan'an University：Natural Science Edition

基　　金：陕西省教育厅自然科学基金(2010JK914);延安大学教改项目(YDJG10-02)

摘　　要：在考虑投资收益的基础上,假定保费收取次数和理赔次数均服从二项分布,讨论了投资收益率为常数和一随机序列且保费也为一随机序列情形下风险模型的破产概率,推导出了该模型的破产概率表达式及上界;并在投资收益正态假定下对两类双复合二项风险模型的调节系数及破产概率上界进行了比较,进而说明调节系数是综合反映模型风险水平的一个重要因子。Based on investment income,it is supposed that the premium Collection number and the claim number both obey the binomial distribution.The investment return rate as the constant and a random sequence and insurance is for a random sequence case risk model for the ruin probability is discussed.The model for the ruin probability expression and upper bound are deduced.The adjustment coefficient and upper boundary of the ruin probability for two kinds of double compound binomial risk model in the investment returns to normal assumption are compared,and then explain adjustment coefficient is the comprehensive reflection of the level of risk model of an important factor.

关 键 词：投资收益 双二项风险模型 破产概率 调节系数 

分 类 号：O211.9[理学—概率论与数理统计]