Compound Negative Binomial Risk Model for Double Type-insurance with Investment and Interfere
نویسندگان
چکیده
By considering the effect on company business from the random premium and inflations, and taking the surplus capital as investment to enhance the company payment’s capacity for the policy-holder, we proposed a compound negative binomial risk model for the inhomogeneous double type-insurance. For the proposed model, some basic properties of the surplus process were analyzed to obtain its stationary increment properties and statistical character. It also was derived that the formula of the ultimate ruin probability of risk process and its Lundberg inequality. AMS Subject Classification: 90A09, 93E20, 60H30
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تاریخ انتشار 2011