Studies on a Double Poisson-Geometric Insurance Risk Model with Interference
Joint Authors
Source
Discrete Dynamics in Nature and Society
Issue
Vol. 2013, Issue 2013 (31 Dec. 2013), pp.1-8, 8 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2013-04-03
Country of Publication
Egypt
No. of Pages
8
Main Subjects
Abstract EN
This paper mainly studies 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.
American Psychological Association (APA)
Huang, Yujuan& Yu, Wenguang. 2013. Studies on a Double Poisson-Geometric Insurance Risk Model with Interference. Discrete Dynamics in Nature and Society،Vol. 2013, no. 2013, pp.1-8.
https://search.emarefa.net/detail/BIM-447940
Modern Language Association (MLA)
Huang, Yujuan& Yu, Wenguang. Studies on a Double Poisson-Geometric Insurance Risk Model with Interference. Discrete Dynamics in Nature and Society No. 2013 (2013), pp.1-8.
https://search.emarefa.net/detail/BIM-447940
American Medical Association (AMA)
Huang, Yujuan& Yu, Wenguang. Studies on a Double Poisson-Geometric Insurance Risk Model with Interference. Discrete Dynamics in Nature and Society. 2013. Vol. 2013, no. 2013, pp.1-8.
https://search.emarefa.net/detail/BIM-447940
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-447940