BU Ai-jun
Abstract
Applying the theory of stochastic point process and martingale method,both the premium arrival process and the claim counting processes are the generalized homogeneous Poisson processes in the thesis.The main results are an upper bound and an expression of finite-time ruin probability.
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Applying the theory of stochastic point process and martingale method,both the premium arrival process and the claim counting processes are the generalized homogeneous Poisson processes in the thesis.The main results are an upper bound and an expression of finite-time ruin probability.
Key concepts: Point process, Poisson distribution, Cox process, Martingale (probability theory), Zero-inflated model, Poisson process, Mathematics, Poisson point process