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Ruin Probability for a Double Type-insurance in Generalized Two Poisson Risk Model Perturbed by Diffusion

Duan Chuan-qing

Abstract

Some properties for a double type-insurance risk model are considered,where the claim and policies number process are independent,and the claim processes are generalized compound poisson processes.A general for mula of the ruin probability fou this model is given,and a upper bound for the ruin probility is got.

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