The Probability of Ruin in Generalized Compound Poisson Process
Yue Qi
Abstract
Yue Qi
Abstract
This paper discuss how to generalize the aggregate claims .St at time t from a compound Poisson process to a generalized compound Poisson process. so we call solute the problem that more than two claims at the same time.
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This paper discuss how to generalize the aggregate claims .St at time t from a compound Poisson process to a generalized compound Poisson process. so we call solute the problem that more than two claims at the same time.
Key concepts: Mathematics, Compound Poisson process, Poisson distribution, Zero-inflated model, Poisson process, Cox process, Compound Poisson distribution, Counting process