双复合二项风险模型的破产概率  

Ruin probability of double compound binomial risk model

作　　者：成军祥[1] 张艳[1] 

机构地区：[1]河南理工大学数学与信息科学学院,河南焦作454000

出　　处：《郑州轻工业学院学报（自然科学版）》2015年第2期102-104,共3页Journal of Zhengzhou University of Light Industry:Natural Science

摘　　要：在随机利率下,考虑资产组合的投资收益下单位时间内收到保单数和索赔次数都符合二项分布的风险模型,对模型的调节系数和破产概率等重要结论进行了研究,建立了更为客观实际的双险种风险经营模型,给出模型在初始准备金u=U(0)时的破产概率Ψ(u)在某些特殊情形下的表达式.Under the stochastic interest rate,the insurance policies and investment returns were bivariate discrete risk model with random variables,stochastic investment yields under the double binomial risk model,and the general formula was gottenfor the ruin probability Ψ（u）when the initial reserve was u =U（0）in certain special circumstances which not only strengthened the reality description ability of the model,and had more practical meaning to promote stable operation of the insurance company,the insur-ance company insolvency probability study.

关 键 词：破产概率 二项分布 双险种 随机利率 

分 类 号：O211[理学—概率论与数理统计]