Dongyuan Liu
Abstract
In this paper,a double-Poisson processes by diffusion risk model in4is generalized,and in this model the premiums are random variables.The Lundberg inequality and general formulas of ultimate ruin probability for this model are obtained by martingale.
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In this paper,a double-Poisson processes by diffusion risk model in4is generalized,and in this model the premiums are random variables.The Lundberg inequality and general formulas of ultimate ruin probability for this model are obtained by martingale.
Key concepts: Martingale (probability theory), Risk model, Poisson distribution, Mathematics, Ruin theory, Probability model, Random variable, Econometrics