Liu Bao-liang
Abstract
In this paper, the risk model when the number of premium income and the premium are random variables is discussed, and further the properties of surplus process is discussed. The adjustment coefficient contented equation is given and a formulas with ruin probability and an upper bound of the ruin probability is given.
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In this paper, the risk model when the number of premium income and the premium are random variables is discussed, and further the properties of surplus process is discussed. The adjustment coefficient contented equation is given and a formulas with ruin probability and an upper bound of the ruin probability is given.
Key concepts: Ruin theory, Zero-inflated model, Mathematics, Poisson distribution, Risk model, Compound Poisson process, First-hitting-time model, Poisson process