Full-Text Search：

## Ruin Probability in the Double Binomial Risk Model

Zhao Fei Wang Hanxing Department of Mathematics, Shanghai University, Shanghai 200436
In this paper, we generalized the classical compound binomial risk model to a new risk model, which the arrival of term policies and the occurence of claims follow two independent binomial processes. Then we got the formula of the ruin probability in this new model and the Lundberg inequality.
【CateGory Index】： O211.6
CAJViewer7.0 supports all the CNKI file formats; AdobeReader only supports the PDF format.
 【References】
 Chinese Journal Full-text Database 8 Hits
 1 GUO Li-juan (1.Dept.of Math.&Mech,Central South University,Changsha Hunan 410075;2.Changsha Aeronautical Vocational and Technical College,Changsha Hunan 410124);Ruin Probability in Risk Model with Double Binomial Processes with Diffusion[J];Journal of Changsha Aeronautical Vocational and Technical College;2007-03 2 TANG Guo-qiang1,2(1.Department of Statistics,East China Normal University,Shanghai 200062,China;2.Department of Maths and Physics,Guilin University of Technology,Guilin 541004,China);Bankruptcy in Double Binomial Risk Model with Random Interest Rate[J];Journal of Guilin University of Technology;2007-02 3 TANG Guo-qiang 1,2 (1.Department of Statistics,East China Normal University,Shanghai,200062,China;2.Department of Mathematics and Physics,Guilin Institute of Technology,Guilin,Guangxi,541004,China);Bankruptcy Problems in the Double Binomial Risk Model with Constant Interest Force[J];Guangxi Sciences;2007-01 4 Tang Guo-qiang(Department of Statistics,East China Normal University,Shanghai,200062,ChinaDepartment of Maths and Physics,Guilin Institute of Technology,Guilin,541004,China);RUIN PROBLEMS IN THE DOUBLE BINOMIAL RISK MODEL WITH RANDOM INTEREST FORCE[J];Mathematics in Economics;2006-03 5 Zhang Jianye,Wang Yongmao,Qin Guixia (College of Sciense,Yan Shan Univercity,Qinhuangdao,Hebei,066004);THE RUIN PROBABILITY LUNDBERG INEQUALIT OF A GENERALIZED RISK MODEL WITH TWO BINOMIAL PROCESSES[J];Mathematics in Economics;2008-03 6 ZHANG Fan1,2(1.Department of Mathematics,Shanghai University,Shanghai 200444,China;2.Faculty of Architecture and Art Design,Huzhou Vocational and Technical College,Huzhou 313000,China);Ruin Problem with a Markov Chain Interest Model[J];Journal of Shanxi University(Natural Science Edition);2009-02 7 GAO Ming-mei1,ZHAO Yang2(1.College of Mathematics,Qingdao University,Qingdao 266071,China;2.College of Info Scienceand Eng,Shandong University of Science and Technology,Qingdao 266071,China);Analysis of the Time When the Surplus Reaches a Level Firstly in the Double Binomial Risk Model by Diffusion[J];Journal of Qingdao University(Natural Science Edition);2010-01 8 Xu Lingling~1 Wang Hanxing~2 Su Xu~1 Department of Mathematics,Shanghai University,Shanghai 200444,China China Lixin Risk Management Research Institute,Shanghai Lixin University of Commerce,Shanghai 201620,China;Ruin Probability in the Double Binomial Risk Model with Dependent Random Interest Rates[J];Communication on Applied Mathematics and Computation;2007-02
 【Citations】
 Chinese Journal Full-text Database 2 Hits
 1 CHENG Shi xue 1, ZHU Ren dong\+2 ( 1.Information School,People's Univ. of China,Beijing 100872,China; 2.China Reinsurance Company,Shanghai Branch,Shanghai 200120,China) \;;THE ASYMPTOTIC FORMULAS AND LUNDBERG UPPER BOUND IN FULLY DISCRETE RISK MODEL[J];Applied Mathematics A Journal of Chinese Universities;2001-03 2 Gong Rizhao (Department of mathematics & Physics, Xiangtan Polytechnic University, Xiangtan,411201) Yang Xiangqun (Department of Mathematics, Hunan Normal University, Changsha, 410081);THE RUIN PROBABILITIES IN THE COMPOUND BINOMIAL MODEL[J];Mathematics In Economics;2001-02
 【Co-citations】
 Chinese Journal Full-text Database 10 Hits
 1 WANG Cheng-yong(Department of Mathematics,Xiangfan University,Xiangfan 441053,China);A Generalized Compound Binomial Model[J];Journal of Changchun Normal University;2006-02 2 WANG Wen-bo~1 WANG Hui-li~2 YIN Chun-wu~1 1.Department of Mathematics,Xijing University,Xi'an 710123,China; 2.School of Automation,Northwestern Polytechnical University,Xi'an 710072,China;Study on the discrete-time model of a correlated claims risk model[J];Pure and Applied Mathematics;2008-02 3 LONG Guo-jun,ZHANG Zeng,LIU Li-guo(School of Mathematical Sciences and Computing Technology,Central South University,Changsha 410075,China);Ruin Probability of Compound Poisson Risk Model with Premium Collection Times as Negative Binomial Random Sequence[J];Journal of Chongqing Institute of Technology(Natural Science Edition);2007-06 4 GONG Ri-zhao~(1,2),ZOU Jie-zhong~1(1.School of Business,Hunan University of Science and Technology,Xiangtan 411201,China;2.Dept.of Math.& Mech.,Central South University,Changsha 410075,China);An Asymptotic Estimation for Ruin Probabilities of Insurance Companies with Binomial Risk Model[J];Systems Engineering;2006-01 5 DU Jun-hua1,2,XING Dian-fu2,DU Xiu-feng2(1.School of Applied Science,Harbin University of Science and Technology,Harbin 150080,China;2.School of Science,Qiqihar University,Qiqihar 161006,China);The ruin probability of a generalized double insurance compound binomial risk model[J];Journal of Science of Teachers' College and University;2008-05 6 LIU Qi,LI Suo-ping(School of Sciences,Lanzhou University of Science and Technology,Lanzhou 730050,China);The Ruin Probability of an Improved Double Compound Negative Binomial Risk model[J];Journal of Gansu Sciences;2008-02 7 FANG Shi-zu1,2,ZHANG Chun-mei3,SUN Xin2,ZHAO Pei-chen2(1.School of Science,Xi'an Jiaotong University,Xi'an,Shaanxi,710049,China;2.School of Mathematics and Information Science,Guangxi University,Nanning,Guangxi,530004,China;3.No.5 Middle School of Daxing in Beijing,Beijing,102600,China);Ruin Probabilities in the Extended Compound Markov Binomial Model[J];Guangxi Sciences;2008-03 8 MA Chong,YANG Shan-chao (College of Mathematics and Computer Science,Guangxi Normal University,Guilin 541004,China);A STUDY OF THE RUIN PROBABILITY IN THE DOUBLE BINOMIAL MODEL[J];Journal of Guangxi Normal University(Natural Science);2004-03 9 SUI Yan,LIN Dan (School of Mathematics and Compute Science,Hubei University,Wuhan 430062,China);The renewal equations and asymptotic formulas in the compound binomial model[J];Journal of Hubei University(Natural Science);2006-01 10 TANG Ling~1,TIAN Zhao-xin~2(1.Department of mathematics,Anhui Institute of Architecture & Industry,Hefei 230022,China;2.Anhui Xinhua School,Hefei 230088,China);The Application of Martingale in Ruin Probability of the Compound Binomial Risk Model[J];Journal of Hefei University(Natural Sciences);2006-01
 【Co-references】
 Chinese Journal Full-text Database 10 Hits
 1 ZHU Chun-hua (School of Mathematics and Computational Science,Anhui University,Hefei 230039,China);Ruin problem in risk model with random rates of interest[J];Journal of Anhui University(Natural Sciences);2005-04 2 YANG Shan-bing,SI Jian-dong(Department of Foundamental Science Teaching,Institute of Technology of Yancheng,Yancheng 224003,China);Ruin probability of a two-insurance risk process in constant interest rate[J];Journal of Anhui University(Natural Sciences);2006-01 3 YE Ying-chun (Department of Fundamental Courses, Anhui Business College of vocational Technology, Wuhu 241000, China );The Ruin Probability of Life Insurances under Constant Interest Force and Double Losses Condition[J];Journal of Anhui Business College of Vocational Technology;2004-03 4 WU Lan YANG Jingping (Department of Probability and Statistics&Institute of Mathematics,Peking University,Beijing,100871) HU Dekun Department of Information Science&Institute of Mathematics,Peking University,Beijing,100871);Insurance and Actuarial Science[J];ACTA SCICENTIARUM NATURALUM UNIVERSITIS PEKINESIS;1997-01 5 WANG Cheng-yong(Department of Mathematics,Xiangfan University,Xiangfan 441053,China);A Generalized Compound Binomial Model[J];Journal of Changchun Normal University;2006-02 6 KANG Hui-guang 1,SHI Yi-min 2 (1.Department of Mathematics, An Yang Teachers College, An Yang 455000,China; 2.Department of Applied Mathematics, Northwestern Polytechnical University, Xian 710072,China);Empirical Bayes estimation for the parameter of pareto distribution families with Linex loss[J];Pure and Applied Mathematics;2001-02 7 GONG Ri?zhao1, YANG Xiang?qun2 (1.Dept. of Math & Phy.,Xiangtan Polytechnic Univ., Xiangtan 411201, China;2.Dept. of Math.,Hunan Normal Univ.,Changsha 410081, China);Estimate of the Ruin Probability in Compound Generalized Poisson Risk Model[J];Journal of Changsha University of Electric Power(Natural Science);2001-01 8 DONG Yinghua(College of Mathematical Science and Computational Technology,Central South University,Changsha 410075,China);Ruin Probability in Risk Model of Generalized Double Poisson Processes[J];Journal of Changsha Railway University;2003-01 9 Wang chu(School of Mathematics and Computational Science Anhui University,Hefei 230039,China);Development of Research on Ruin Probabilities of Heavy-tailed Distribution[J];Journal of Chuxiong Normal University;2006-09 10 WANG Li-yan, LIU Yang (College of Information Egineering, Dalian University, Dalian 116622, China);Reserves and analysis of the risk in life insurance with interest randomness[J];Journal of Dalian University;2003-04
 【Secondary References】
 Chinese Journal Full-text Database 4 Hits
 1 Zhang Jianye,Wang Yongmao,Qin Guixia (College of Sciense,Yan Shan Univercity,Qinhuangdao,Hebei,066004);THE RUIN PROBABILITY LUNDBERG INEQUALIT OF A GENERALIZED RISK MODEL WITH TWO BINOMIAL PROCESSES[J];Mathematics in Economics;2008-03 2 LI Ai-min~1,TU Qing-wei~2 (1.Department of Mathematics and Finance-Economics,Sichuan University of Arts and Science,Dazhou 635000, China;2.Department of Information Science,Jiangsu Polytechnic University,Changzhou 213016,China);Ruin Problems with a Markov Chain Interest Model[J];Journal of Nantong University(Natural Science Edition);2009-04 3 ZHANG Fan1,2(1.Department of Mathematics,Shanghai University,Shanghai 200444,China;2.Faculty of Architecture and Art Design,Huzhou Vocational and Technical College,Huzhou 313000,China);Ruin Problem with a Markov Chain Interest Model[J];Journal of Shanxi University(Natural Science Edition);2009-02 4 WANG Gui-hong1,ZHAO Jin-e2,LONG Yao2,YANG Hui-zhang2,ZENG Li2(1.Department of Computation and Science,Yuxi Agricultural Vocation College,Yuxi 653106,China;2.College of Mathematics,Honghe University,Mengzi 661100,China);Ruin Probability of a Double Compound Binomial Risk Model[J];Journal of Yunnan University of Nationalities(Natural Sciences Edition);2010-04
 【Secondary Citations】
 Chinese Journal Full-text Database 2 Hits
 1 LIU Xiang-dong,YANG Xiang-qun (Department of Mathematics,Hunan Normal University, Changsha 410081,China);The Equivalence of Two Disctete Risk Models[J];Journal of Naturnal Science of Hunan Normal University;2001-04 2 SHIXUE CHENG(College of Information, Renmin's University of China, Beijing, 100872)BIAO WU(Life Actuarial Department, China Pacific Insurance Co., Ltd., Shanghai, 200002);Classical Risk Model in Fully Discrete Setting[J];OR TRANSACTIONS;1998-03
Similar Journals
 > Mathematics in Economics > Journal of East China Jiaotong University > Journal of Jishou University(Natural Sciences Edition) > Communication On Applied Mathematics and Computation > Journal of Yanan University(Natural Science Edition) > Journal of Harbin University of Science and Technology > Journal of Changchun University > Science Technology and Engineering > Natural Science Journal of Xiangtan University > Journal of Guangxi Teachers Education University(Natural Science Edition)