2011•Journal of Yanan UniversityRequires access

The Preliminary Research of Ruin Probabilities for a Class of Double Compound Risk Model

Qiao Ke

Abstract

A risk model with double compound poisson process was studied,in which the arrival of the claims is a p-thining process of the arrival of the premium incomes.and reduced the risk of the insurance company with the proportional re-insurance.Meanwhile,the effect of the random interference on the ruin probability of insurance company were analyzed.The general expression of the ruin probability and an uper bound of the ruin probability were given.Lundberg equation of the ruin probability is provided by means of martingale method,and the existence of adjustment coefficient was proved.

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Key concepts: Ruin theory, Risk model, Martingale (probability theory), Mathematics, Zero-inflated model, Poisson distribution, Compound Poisson process, Risk process