The properties of some actuarial quantities for the compound Markov binomial risk model are studied.These quantities include the total number of claims,the longest run and the shortest run before ruin in some fixed time period.These quantities are important for the decision making of insurance companies.Markov property and conditional distribution on the first claim are used to get the recursive formulas.The research of these quantities enriches the content of actuarial theory.
关键词
复合马尔可夫风险模型/总索赔次数/索赔最长等待期/索赔最短等待期/索赔等待期总数
Key words
compound Markov binomial risk model/total number of claims/longest run without claim/shortest run without claim/total number of runs
维普
万方数据