随机利率下带干扰的双险种Poisson-Geometric过程的破产概率

Ruin Probability for a Poisson-Geometric Risk Model of Double Line with Interference under Stochastic Interest

建立了带随机利率和干扰项的双险种风险模型,对理赔次数服从Poisson-Geometric分布的情况,得到了破产概率的表达式.

A risk model of double lines with stochastic interest and interference is established.In case the claims follow a Poisson-Geometric distribution,the expression of the ruin probability can be obtained.