2012•Fuzhou daxue xuebao. Ziran kexue banRequires access

The study of ruin probability for a double-type-insurance risk model

Shi Qi-yan

Abstract

A kind of risk model is discussed,which is perturbed by interference when the number of premium income is a Poisson process and the claims are confined to Poisson process and negative binomial process.By the martingale approach and properties of surplus process,the formula and the Lundberg inequality of the ruin probability are obtained.

About this research paper

What this paper is about

Why it matters

A significance statement is not available in the OpenAlex record.

Key contribution

A contribution statement is not available in the OpenAlex record.

Method / approach

Method details are not available in the OpenAlex metadata.

Main findings

Findings are not separately available in the OpenAlex metadata.

Limitations

Limitations are not available in the OpenAlex metadata.

Applications

Application details are not available in the OpenAlex metadata.

Available abstract

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