The ruin probability of the compound negative binomial risk model with a completely stochastic premium

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	The ruin probability of the compound negative binomial risk model with a completely stochastic premium
	Xia, Ya-feng; Zhou, Xiao-xing; Su, Tian-en
	2007
关键词	negative binomial distribution risk models ruin probability martingale optional sampling theorem
页码	214-218
英文摘要	Based on the compound negative binomial risk model, this paper attempts to construct a compound negative binomial risk model with a completely stochastic premium where the premium of every policy and the number of insure charges at per unit time are random variables. Applying discrete martingale theory, the paper explores some properties of a compound negative binomial risk model with a completely stochastic premium. Consequently, it proves the formula of ultimate ruin probability and the Lundberg inequality.
会议录	Proceedings of the Second International Conference on Game Theory and Applications
会议录出版者	WORLD ACAD UNION-WORLD ACAD PRESS
会议录出版地	113, ACADEMIC HOUSE, MILL LANE, WAVERTREE TECHNOLOGY PARK, LIVERPOOL, L13 4 AH, ENGLAND
语种	英语
WOS研究方向	Mathematics
WOS记录号	WOS:000250954500050
内容类型	会议论文
源URL	[http://119.78.100.223/handle/2XXMBERH/38082]
专题	兰州理工大学
通讯作者	Xia, Ya-feng
作者单位	Lanzhou Univ Tech, Sch Sci, Lanzhou 730050, Peoples R China
推荐引用方式 GB/T 7714	Xia, Ya-feng,Zhou, Xiao-xing,Su, Tian-en. The ruin probability of the compound negative binomial risk model with a completely stochastic premium[C]. 见:.