【摘要】 在单位时间内保费收取次数和理赔次数均服从负二项分布的基础上,讨论了投资收益率为常数和投资收益率为一随机序列的两类双负二项风险模型.运用鞅论的方法给出了关于它们破产概率的一个定理,并推导出了相应风险模型的破产概率的上界,为保险公司的运营提供了决策依据.更多还原

【Abstract】 Based on the fact that the number of premiums and claims is subject to negative binomial distribution in the unit time,the paper discusses the double negative binomial model for two different risk processes with investment,which include one with constant investment rate,the other with a random sequence investment rate.We obtain a theorem with their ruin probabilities and obtain its upper bound by using martingale method.The conclusion provide the decision-making basis for the operations of insurance companies.更多还原