Weiwei Zhang
Abstract
Generalize the generalized double Poisson process to the new model where the two claim processes are the macro double generalized Poisson process in this paper.The Lundberg inequality and the common formula of the ruin probabilities are gotten in terms of some techniques from martingale theory.
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Generalize the generalized double Poisson process to the new model where the two claim processes are the macro double generalized Poisson process in this paper.The Lundberg inequality and the common formula of the ruin probabilities are gotten in terms of some techniques from martingale theory.
Key concepts: Poisson distribution, Mathematics, Martingale (probability theory), Zero-inflated model, Ruin theory, Compound Poisson process, Applied mathematics, Poisson process