Yijun Hu
Abstract
In this paper,we consider the risk model with premium of compound Poisson processes and correlated risk processes.Lundberg inequality of this sort of generalized model is given by applying martingale method,and the ruin probability may be estimated.
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In this paper,we consider the risk model with premium of compound Poisson processes and correlated risk processes.Lundberg inequality of this sort of generalized model is given by applying martingale method,and the ruin probability may be estimated.
Key concepts: Mathematics, sort, Martingale (probability theory), Inequality, Poisson process, Poisson distribution, Risk model, Risk process