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本文研究了一类复合二项-负二项风险模型,并对所建立的模型,利用鞅分析方法讨论了模型的调节系数,推导了保险公司在初始准备金为u条件下的最终破产概率ψ(u)的表达式和Lundberg不等式。
This paper studies a compound binomial-negative binomial risk model, and discusses the model’s adjustment coefficient by using the martingale analysis method, and deduces the final bankruptcy probability ψ of the insurance company under the initial reserve u (u) and Lundberg inequality.