双险种复合负二项风险模型破产概率的研究

摘要

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..%本文针对目前保险业务逐渐复杂和细化的实际情况,建立了双险种复合负二项风险模型,该模型从理赔过程和多险种的角度将经典模型进行了推广,运用切比雪夫不等式的方法讨论了改进后模型的性质并得出相应的破产概率公式,以期能够更真实更准确的反映保险公司的实际运营情况,便于保险公司做出统筹决策与安排。