在经典离散风险模型的基础上把复合负二项风险模型推广为双负二项风险模型,即单位时间内的保费收取次数也为负二项分布,讨论了此时盈余的性质,并给出了关于破产概率的一个定理,得到了破产概率的一个上界.
In this paper,the authors generalize the ruin probability from the compound negative binomial model to the double binomial model on the foundation of discrete classical risk model, i. e. the premium are random variables . We consider the character of surplus and drive a theorem with ruin probability and obtain a inequality.