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2017•Unpublished venueOpen access

Study of Ruin Probability in Double Poisson Risk Model

Juan Zhang

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Abstract

The research of this paper is of theoretical significance.Bankruptcy probability is an important basis for insurance companies to measure the risk, help insurance companies to prevent and resolve financial risks.Bankruptcy theory as a risk theory of the main research topic, of course, requires consideration of the model used as close to reality as possible factors.In this paper, the double Poisson model is closer to reality on the basis of classical composite Poisson model.

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The research of this paper is of theoretical significance.Bankruptcy probability is an important basis for insurance companies to measure the risk, help insurance companies to prevent and resolve financial risks.Bankruptcy theory as a risk theory of the main research topic, of course, requires consideration of the model used as close to reality as possible factors.In this paper, the double Poisson model is closer to reality on the basis of classical composite Poisson model.

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OpenAlex reports 2 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

The research of this paper is of theoretical significance.Bankruptcy probability is an important basis for insurance companies to measure the risk, help insurance companies to prevent and resolve financial risks.Bankruptcy theory as a risk theory of the main research topic, of course, requires consideration of the model used as close to reality as possible factors.In this paper, the double Poisson model is closer to reality on the basis of classical composite Poisson model.

Key concepts: Poisson distribution, Ruin theory, Computer science, Poisson regression, Zero-inflated model, Risk model, Statistics, Mathematics

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