Studies on a double Poisson-geometric insurance risk model with interference (Q1955991)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Studies on a double Poisson-geometric insurance risk model with interference |
scientific article |
Statements
Studies on a double Poisson-geometric insurance risk model with interference (English)
0 references
13 June 2013
0 references
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.
0 references
0 references
0 references
