The main aim of this paper is to study the first two moments of ruin and recovery times in the compound binomial model.
本文主要研究了复合二项模型中破产时刻与恢复时间的前两阶矩。
The main aim of this paper is to study the joint distributions of some actuarial random vectors in the continuous-time compound binomial model.
本文主要研究了连续时间复合二项模型的包含破产时间在内的多维精算量的联合分布。
Supposed the income flow of the insurance company is a serial of random variables in the compound binomial model, we generalized the compound binomial model.
本文假设在复合二项模型中保险公司的保费收入流为一个随机变量序列,将模型进行推广。
Based on the works of predecessors, in this paper, we introduce a continuous-state compound binomial ruin model.
本文在前人工作的基础上,考虑了状态空间连续的复合二项风险模型。
Finally, in virtue of all stochastic orders mentioned above, we explore how the individual claim affects the ruin probability and adjustment coefficient in compound binomial ruin model.
最后,借助上述离散随机序,在复合二项破产模型中探讨了个体索赔额对于最终破产概率与调节系数的影响。
The ruin probability of compound negative binomial risk model is considered.
考虑了复合负二项风险模型下的破产概率。
The paper considers the negative risk model with the aggregate claims modeled as a compound binomial process.
本文研究了总索赔服从复合二项过程的负风险模型。
The common discrete-time risk model is compound binomial risk model.
最常见的离散型风险模型是复二项风险模型。
The ruin probabilities in the compound binomial risk model;
考虑了复合负二项风险模型下的破产概率。
The ruin probabilities in the compound binomial risk model;
考虑了复合负二项风险模型下的破产概率。
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