Abstract
In view of the gradually complex and specific situation on present actual insurance business, in this article, we have proposed the two risks compound Negative Binomial risk model that is perturbed by diffusion with constant rates of interest. This model expands the classical model in claims process , risks, interference terms and rates., discussing the properties of expended model and getting the ruin probability by Chebyshev inequality, so that the actual operation situation of insurance company can be reflected more truly and accurately, and it’s helpful for the insurance company to make the overall plan arrangement.
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Jing, W., Haisheng, L., Wenyong, G. (2012). Ruin Probability of Double Type Insurance Compound Negative Binomial Risk Model. In: Liu, C., Wang, L., Yang, A. (eds) Information Computing and Applications. ICICA 2012. Communications in Computer and Information Science, vol 308. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-34041-3_49
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DOI: https://doi.org/10.1007/978-3-642-34041-3_49
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