2001Unpublished venueRequires access

Estimate of the Ruin Probability in Compound Generalized Poisson Risk Model

Gong Ri

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Abstract

The compound Poisson risk model to a compound generalized Poisson risk model was generalized and it is proved that the compound generalized Poisson risk model can be changed into the compound Poisson risk model . The formula of the ruin probability and its upper and lower bounds of the ruin probability are abtained.

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What this paper is about

The compound Poisson risk model to a compound generalized Poisson risk model was generalized and it is proved that the compound generalized Poisson risk model can be changed into the compound Poisson risk model . The formula of the ruin probability and its upper and lower bounds of the ruin probability are abtained.

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Available abstract

The compound Poisson risk model to a compound generalized Poisson risk model was generalized and it is proved that the compound generalized Poisson risk model can be changed into the compound Poisson risk model . The formula of the ruin probability and its upper and lower bounds of the ruin probability are abtained.

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

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