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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作者单位
陈贵磊,张相虎,边平勇 (山东科技大学 泰安校区基础课部山东 泰安271019) 
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
 
Study on the Double Type Insurance Risk Model with Random Income and Diffusion
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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