乔克林, 李晋枝, 何树红. 复合二项风险模型的破产概率[J]. 云南大学学报(自然科学版), 2002, 24(5): 328-330,334.
引用本文: 乔克林, 李晋枝, 何树红. 复合二项风险模型的破产概率[J]. 云南大学学报(自然科学版), 2002, 24(5): 328-330,334.
QIAO Ke-lin, LI Jin-zhi, HE Shu-hong. The ruin probabilities in the compound binomial risk model[J]. Journal of Yunnan University: Natural Sciences Edition, 2002, 24(5): 328-330,334.
Citation: QIAO Ke-lin, LI Jin-zhi, HE Shu-hong. The ruin probabilities in the compound binomial risk model[J]. Journal of Yunnan University: Natural Sciences Edition, 2002, 24(5): 328-330,334.

复合二项风险模型的破产概率

The ruin probabilities in the compound binomial risk model

  • 摘要: 通过定义调节系数及应用累进均值法则和Chebychew不等式,得到了一般情形的复合二项风险模型破产概率的表达式.

     

    Abstract: By defining the adjustment coefficient and applying Progressive Law of Expectation and Chebychew inequality,the formulas of ruin probabilities of the general compound binomial risk model are got.

     

/

返回文章
返回