| 带干扰的保费随机收取的双险种风险模型 |
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| 引用本文：陈贵磊，张相虎，边平勇.带干扰的保费随机收取的双险种风险模型[J].经济数学,2011,(1):68-70 |
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| 中文摘要:推广了已有文献中提出的带干扰的双险种复合负二项风险模型， 让保费收取次数服从负二项分布，两类险种的索赔也服从负二项分布，得到了带干扰的保费随机收取的双险种风险模型，给出了破产概率的一般表达式和上界. |
| 中文关键词:负二项随机序列 双险种 破产概率 |
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| Study on the Double Type Insurance Risk Model with Random Income and Diffusion |
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| Abstract:The risk model a mpound negative binomial risk model of double line perturbed by diffusion——was extended,Asuming that the premium collecting frequencies are a stochastic negative binomial series, and the double type claims are a negative binomial series, then a double type insurance risk model with random income and diffusion was obtained . The formulas of ultimate ruin probability for this model was obtained. |
| keywords:negative binomial stochastic series double type insurance ruin probability |
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