考虑投资收益的双险种二项风险模型的破产概率

王亚兰; 成军祥

doi:10.3969/j.issn.2095-476X.2013.05.025

September 2013

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WANG Ya-lan and CHENG Jun-xiang. Ruin probability in the binomial model for two-type-risk insurance with investment[J]. Journal of Light Industry, 2013, 28(5): 105-108. doi: 10.3969/j.issn.2095-476X.2013.05.025

Citation: WANG Ya-lan and CHENG Jun-xiang. Ruin probability in the binomial model for two-type-risk insurance with investment[J]. Journal of Light Industry, 2013, 28(5): 105-108. doi: 10.3969/j.issn.2095-476X.2013.05.025 shu

Ruin probability in the binomial model for two-type-risk insurance with investment

College of Mathematics and Information Science, Henan Polytechnic University, Jiaozuo 454000, China

Received Date: 2013-06-25
Available Online: 2013-09-15

Abstract

According to the actual situation, the two-type-risk model with the arrival of the term policies and the occurrences of the claim happen as binominal process by considering the investment income was discussed based on the classical model. Then the formula of ultimate ruin probability and the Lundberg inequality were derived.
- investment income,
- two-type-risk insurance,
- binominal risk model,
- ruin probability
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通讯作者: 陈斌, bchen63@163.com

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沈阳化工大学材料科学与工程学院沈阳 110142

Ruin probability in the binomial model for two-type-risk insurance with investment

Abstract

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通讯作者: 陈斌, bchen63@163.com