Ruin probability for a double-type insurance in a generalized two Poisson risk model

zbMATH Open1174.62548MaRDI QIDQ5456257FDOQ5456257

Authors: Xinmei Chen, Zhanguang Li 

Publication date: 4 April 2008

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zbMATH Keywords

moment generating functionsgeneralized compound Poisson processes

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Signal detection and filtering (aspects of stochastic processes) (60G35)

Cited In (8)

• Ruin probability in a risk model with two types of risk by diffusion
• A double type-insurance risk model under stochastic premium and refund with its eventual ruin probability
• A risk model of double-type-insurance with constant interest
• A bi-type insurance risk model with claims by birth and death process
• The probability of ruin in double-type insurance generalized compound Poisson risk models
• The ruin probability of a kind of promoted two-type-risk compound Poisson risk model
• Ruin probabilities for a risk model with two classes of claims
• Ruin probability for a time-surplus risk model with two-type-risk insurance

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