journal6 ›› 2000, Vol. 21 ›› Issue (2): 16-19.

• Doctoral Forum • Previous Articles     Next Articles

The Finite Time Survival Probabilities in the Compound Binomial Model


  1. ( 1. Department ofMathematics and Physics, Xiangtan Polytechnic University, Xiangtan 411201, Hunan China;2. College of Science, Hunan Normal University, Changsha 410081,Hunan China
  • Online:2000-06-15 Published:2013-01-16

Abstract: The fully discrete binomial risk model are considered and the probabilities of the following events are discussed in this paper: the insurance company survives up to any fixed time n, the insurance company survives up to any fxed time n and the surplus at time n equals x( x≥0) . Finally, the probabilistic laws of the following events are gotten: (i) the index of the claim which causes the ruin, ( ii) the deficit at ruin.

Key words: compound binomial model, survival probability, deficit at ruin

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