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《Communication On Applied Mathematics and Computation》 2004-02
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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
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【References】
Chinese Journal Full-text Database 8 Hits
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【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】
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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
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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
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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】
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