A research on bidimensional compound Poisson-geometric processes risk model with interference

MaRDI QIDQ5054743zbMATH OpenFDO

Authors

Publication date 29 November 2022

Full work available at URL http://aps.ecnu.edu.cn/EN/abstract/abstract9508.shtml

zbMATH Keywords

bidimensional risk modeldependence structuremartingale and stoping timePoisson-geometric processupper bound of ruin probability

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Risk models (general) (91B05) Actuarial mathematics (91G05)

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Cited in

(2)

• Studies on a double Poisson-geometric insurance risk model with interference
• Ruin probability in the single-multiple-type risk model with interference

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