2005•Chinese Journal of Applied Probability and StatistiesRequires access
Ruin Probability about Dual Poisson Model with Discrete Time
Jun Tan, Shun-Yi Yang
Open publisher page 2 citations
Abstract
In this paper, we discuss the discrete time compound Poisson model with premium income process also being a compound Poisson process. As the premium incomes and the individual claim amounts are discrete random variables with non-negative integer values, we find the calculation formulas of the finite time ruin probability and the eventual ruin probability by using transition probability.