Title :
Compound Negative Binomial-Binomial Risk Model
Author :
Lv Jing ; Xie Shan ; Liu Zhifeng
Author_Institution :
Hunan Chem. Technol. Coll., Zhuzhou, China
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;
Conference_Titel :
Measuring Technology and Mechatronics Automation (ICMTMA), 2014 Sixth International Conference on
Conference_Location :
Zhangjiajie
Print_ISBN :
978-1-4799-3434-8
DOI :
10.1109/ICMTMA.2014.48
