2010•Natural Science Journal of Xiangtan UniversityRequires access
Risk Model of Generalized Poisson in a Markovian Environment
Fanliang Li
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Abstract
In this chapter,the problem of ruin probability is mainly discussed on condition that stochastic factors influence premiums income and more than two claims arrives at the same time.we obtain the integral equations satisfying ruin probability and then deduce the estimating expression of ruin probability with relation to safety loading coefficient when the initial capital tends to zero.Applying renewal theory,we give the converging rate of ruin probability.