完全离散二项风险模型下有限时间内的生存概率问题

The survival probablities in finite time period in fully discrete binomial risk model

  • 摘要: 应用分析方法研究了保险公司在完全离散复合二项风险模型下的生存概率问题,得到了生存到固定时刻n及在时刻n恰好发生了k次赔付且盈余为某数x(x≥0)的概率公式;并由此得到有限时间内的生存概率公式.

     

    Abstract: Applying analytic method,the survival probabilities in finite time period in fully discrete binomial risk model are researched for insurance firm.The formula of surviving until the finite time n and just taking place k times payment s and gaining x (x≥0) on that time are got. finite time period also are got for that reason.

     

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