欢迎您！东篱公司
退出
-
申报数据库
-
立项数据库
-
成果数据库
-
项目获奖数据库
中文摘要：
考虑一类相依索赔的二项风险模型，根据索赔额的大小随机产生一副索赔．通过引入辅助模型，研究相应模型生存概率的母函数，对任意的初始值钆，得到了有限时间内生存概率的递推解，并结合保险实例进行了数值模拟．在某些特殊情形下得到有限时间生存概率和最终破产概率的明确表达式．
英文摘要：
The compound binomial model with correlated claims in which every claim can produce a by-claim according to the amount of it is considered. By means of auxiliary model the recursive formulas for the finite time survival probability are obtained. Furthermore, some numerical results are showed according to the insurance case. Finally, the explicit expressions for the finite time survival probability and ultimate ruin probability are given in some special cases.
同期刊论文项目
同项目期刊论文
期刊信息
位置：