双复合负二项风险模型的模糊破产概率与Gerber-Shiu函数  

Fuzzy Ruin Probability and Gerber-Shiu Function Under Double Compound Negative Binomial Risk Model

作　　者：乔克林[1] 延杰 韩建勤[1] QIAO Kelin;YAN Jie;HAN Jianqin(School of Mathematics and Computer Science,Yanan University,Yan′an 716000,Shanxi,China)

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：《江汉大学学报（自然科学版）》2017年第1期37-40,共4页Journal of Jianghan University：Natural Science Edition

摘　　要：研究了保险公司经营的模糊破产问题。通过隶属函数,利用复合负二项分布的正态近似和possion近似,研究了复合负二项风险模型下的模糊破产概率和Gerber-Shiu函数的微分积分方程,得到了模糊破产概率的计算公式和盈余与初始资本的关系。The problem of the fuzzy ruin of the insurance company management was studied.The articleused the normal approximation and the possion approximation of compound negative binomial,researched the fuzzy ruin probalbility and the Gerber-Shiu function under the double compoundnegative binomial risk model with membership function,got the calculation formula of the fuzzy ruinprobalbility and relation between surplus and initial capital.

关 键 词：负二项 隶属函数 模糊破产概率 GERBER-SHIU函数 

分 类 号：O211.4[理学—概率论与数理统计]