本文在NBCC模型(Negative binomial model with common component)中,考虑两个类的风险模型,讨论类之间的相关性对保费计算的影响,然后引进独立和相关两个风险过程,通过比较Lundberg指数的大小,反映出相关性对破产概率的影响。
For the NBCC model, the risk processes with two classes of business are considered. The impact of the dependence on calculation of the premium is studied. Then the ruin probabilities of independence model and dependence model are compared by comparing the Lundberg exponents for them.