2006•Journal of Huaihua UniversityRequires access

Ruin Probability in Risk Model of Double Generalized Compound Poisson Processes

Qiyong Li

Abstract

The classical risk model is generalized to a new Double Generalized Compound Poisson risk model,in which the premium of each insurance is a radom veriable and both the premium income and the claim are generalized poisson processes,and then we get the ultimate ruin probability.So we can solve the problem that has more than two insurances and claims at the same time.

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Key concepts: Poisson distribution, Ruin theory, Zero-inflated model, Risk model, Poisson regression, Mathematics, Compound Poisson process, Compound Poisson distribution