DocumentCode
131481
Title
Compound Negative Binomial-Binomial Risk Model
Author
Lv Jing ; Xie Shan ; Liu Zhifeng
Author_Institution
Hunan Chem. Technol. Coll., Zhuzhou, China
fYear
2014
fDate
10-11 Jan. 2014
Firstpage
186
Lastpage
189
Abstract
A class of compound negative binomial-binomial risk model is investigated in this work. Based on this model, the adjusting coefficients are discussed by using the martingale analysis method. Then, the expression of the final bankruptcy probability and the Lundberg inequality are derived of insurance company under the condition that the initial reserve is u.
Keywords
bankruptcy; insurance; probability; risk analysis; Lundberg inequality; adjusting coefficients; bankruptcy probability; compound negative binomial-binomial risk model; insurance company; martingale analysis method; Automation; Mechatronics; Lundberg inequality; bankruptcy probability; martingale; risk model;
fLanguage
English
Publisher
ieee
Conference_Titel
Measuring Technology and Mechatronics Automation (ICMTMA), 2014 Sixth International Conference on
Conference_Location
Zhangjiajie
Print_ISBN
978-1-4799-3434-8
Type
conf
DOI
10.1109/ICMTMA.2014.48
Filename
6802664
Link To Document