随机收入下的对偶风险模型

On a Dual Risk Model with Random Income

研究了随机收入的更新风险模型的对偶情况;在这个对偶模型中,到t时刻积累的理赔额服从possion分布,并且盈利次数服从Erlang(2)分布;盈利额度服从几何分布.最后求解了当初始资金为0时的破产概率.

In this paper,we consider the dual version of renewal risk model with random income.In this dual model,the cumulative claims amount up to t follow a Possion process.The number of times of profit follows Erlang（2） distribution and earnings limit follows geometric distribution.Finally,we compute the ruin probability when the initial capital is zero.