常利率复合负二项风险模型下稳定经营的必要条件

摘要

Assume that insurance companies began to hold capital to u,with constane δ is accumulation of interest rates,and policy number always obey hegative binomia process,manage compensate total number follows poisson process. we give the compound negative binomial risk model with constant interest rate and the requirement of insur-ance company working stably.%假设保险公司刚开始持有的资本为u，以常数δ为利率积累，并且保单总份数服从负二项过程，理赔总次数服从Poisson过程，给出常利率复合负二项风险模型以及稳定经营的必要条件。