The ruin probability on two risks compound Negative Binomial risk model
Abstract：In view of the gradually complex and specific situation on present actual insurance business, in this article, two risks mixed negative binomial risk model is built. This model expands the classical model in claims process and risks, discussing the properties of expended model and getting the ruin probability by Chebyshev inequality, so that the actual operation situation of in- surance company can be reflected more truly and accurately, and it＇s helpful for the insurance company to make the overall plan arrangement..
Keywords：ruin probabilitystochastic processtwo risksnegative binomial
Publication Date：2012-01-01
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：4( 81-84 )