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负二项（2）风险过程的破产概率
  • ISSN号：0465-7942
  • 期刊名称：《南开大学学报：自然科学版》
  • 时间：0
  • 分类：O211.62[理学—概率论与数理统计;理学—数学] O211.3[理学—概率论与数理统计;理学—数学]
  • 作者机构：[1]南开大学,数学科学学院,天津300071
  • 相关基金：国家自然科学基金（10571092）
作者： 柏立华[1]
关键词： 负二项(2), 破产概率, 几何分布, negative binomial（2）, ruin probability, geometric distribution
中文摘要：

考虑了索赔发生的时间间隔为负二项（2）分布的离散时间风险模型,得出其无限时间生存概率的递推解和复合几何形式的显示解,并给出了当初值为0和1时它的具体表达式.最后计算得出索赔为几何分布时生存概率的具体形式.

英文摘要：

In this paper, a risk process is considered, in which claim interarrival times have a negative binomial（2） distribution. Recursive solution and explicit solution of the infinite time survival probability are obtained. Specially, the survival probability from initial surplus zero and one are explicity calculated. At last, the explicit solution is calculated for the survival probability in the case that the individual claim amount distribution is geometric distribution.

同期刊论文项目
几类随机过程的研究与相应的风险理论
期刊论文 39 会议论文 1
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期刊信息
  • 《南开大学学报：自然科学版》
  • 中国科技核心期刊
  • 主管单位:教育部
  • 主办单位:南开大学
  • 主编：田建国
  • 地址：天津南开区卫津路94号
  • 邮编：300071
  • 邮箱：
  • 电话：022-23501681
  • 国际标准刊号：ISSN：0465-7942
  • 国内统一刊号：ISSN：12-1105/N
  • 邮发代号:6-174
  • 获奖情况:
  • 中国期刊方阵“双效”期刊
  • 国内外数据库收录:
  • 俄罗斯文摘杂志,美国化学文摘（网络版）,德国数学文摘,英国动物学记录,中国中国科技核心期刊,中国北大核心期刊（2004版）,中国北大核心期刊（2008版）,中国北大核心期刊（2011版）,中国北大核心期刊（2014版）,中国北大核心期刊（2000版）
  • 被引量:4822