CAJ | 학술논문

在随机利率下，考虑资产组合的投资收益下单位时间内收到保单数和索赔次数都符合二项分布的风险模型，对模型的调节系数和破产概率等重要结论进行了研究，建立了更为客观实际的双险种风险经营模型，给出模型在初始准备金 u = U（0）时的破产概率Ψ（u）在某些特殊情形下的表达式。
재수궤리솔하，고필자산조합적투자수익하단위시간내수도보단수화색배차수도부합이항분포적풍험모형，대모형적조절계수화파산개솔등중요결론진행료연구，건립료경위객관실제적쌍험충풍험경영모형，급출모형재초시준비금 u = U（0）시적파산개솔Ψ（u）재모사특수정형하적표체식。
Under the stochastic interest rate,the insurance policies and investment returns were bivariate discrete risk model with random variables,stochastic investment yields under the double binomial risk model,and the general formula was gottenfor the ruin probability Ψ(u)when the initial reserve was u =U(0)in certain special circumstances which not only strengthened the reality description ability of the model,and had more practical meaning to promote stable operation of the insurance company,the insur-ance company insolvency probability study.