双复合Poisson-Geometric风险模型及其破产概率

A double-compound Poisson-Geometric risk model and ruin probability

对理赔到达为复合Poisson-Geometric过程的风险模型进行了推广,建立了双复合Poisson-Geometric风险模型,即保单到达与理赔到达均为复合Poisson-Geometric过程的风险模型并对其进行了研究,证明了基于此模型的调节系数是不存在的。并进一步考虑到保险经营中的随机因素,将模型推广为带干扰的情形,得到了破产概率表达式及其上界。

A risk model with compound Poisson-Geometric process is generalized.The double compound Poisson-Geometric risk model in which the arrival of policies and claims follows compound Poisson-Geometric process is constructed and studied.It is proved that the adjustment coefficient does not exist in the model.Furthermore,considering random factors,a perturbed model is studied,and its ruin probability and bound from upper are given.