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本文研究一类带有扰动且含相依索赔的复合二项风险模型,考虑两种类型的索赔:主索赔和副索赔,主索赔以一定的概率引起副索赔且副索赔可能以一定的概率延迟到下一个时间段发生.通过引入辅助模型,利用递归等方法,得到了该模型下的Gerber-Shiu折现罚金函数和破产概率的明确表达式.最后给出了索赔额服从几何分布的数值模拟.
In this paper, we study a compound binomial risk model with perturbed and dependent claims, considering two types of claims: main claim and secondary claim, main claim with secondary liability with certain probability and secondary claim with some probability delayed to The next time period occurs.The explicit expression of Gerber-Shiu discounted penalty function and bankruptcy probability under the model is obtained by introducing auxiliary model and recursive method.Finally, the numerical simulation of the obeying geometric distribution of claim amount is given.