The ruin probability of a kind of promoted two-type-risk compound Poisson risk model

MaRDI QIDQ3405158zbMATH OpenFDO

Authors Hongyan Chen, Wei Liu, Yijun Hu

Publication date 12 February 2010

zbMATH Keywords

complex Poisson processruin probabilitytwo-type-risk Poisson process

Mathematics Subject Classification ID

Applications of Markov renewal processes (reliability, queueing networks, etc.) (60K20) Applications of statistics to actuarial sciences and financial mathematics (62P05)

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• Ruin probability in a risk model with two types of risk by diffusion
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• Risk model with two compound Poisson processes
• A bi-type insurance risk model with claims by birth and death process

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