Studies on a double Poisson-geometric insurance risk model with interference (Q1955991): Difference between revisions
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Revision as of 18:39, 12 January 2024
scientific article
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| English | Studies on a double Poisson-geometric insurance risk model with interference |
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Studies on a double Poisson-geometric insurance risk model with interference (English)
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13 June 2013
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Summary: We study a generalized double Poisson-Geometric insurance risk model. By martingale and stopping time approach, we obtain adjustment coefficient equation, the Lundberg inequality, and the formula for the ruin probability. Also the Laplace transformation of the time when the surplus reaches a given level for the first time is discussed, and the expectation and its variance are obtained. Finally, we give the numerical examples.
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