常利率复合负二项风险模型下稳定经营的必要条件  

Requirement of Working Stably of Compound Negative Binomial Risk Model with Constant Interest rate

作　　者：乔克林[1] 高渊[1] 张宁[1] 

机构地区：[1]延安大学数学与计算机学院,陕西延安716000

出　　处：《延安大学学报（自然科学版）》2015年第1期7-8,13,共3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：假设保险公司刚开始持有的资本为u,以常数δ为利率积累,并且保单总份数服从负二项过程,理赔总次数服从Poisson过程,给出常利率复合负二项风险模型以及稳定经营的必要条件。Assume that insurance companies began to hold capital to u,with constane δ is accumulation of interest rates,and policy number always obey hegative binomia process,manage compensate total number follows poisson process. we give the compound negative binomial risk model with constant interest rate and the requirement of insurance company working stably.

关 键 词：常利率 双险种 复合负二项 稳定经营 

分 类 号：O211.9[理学—概率论与数理统计]