一种基于Poisson过程的双险种Poisson-Geometric过程模型研究

Bankrupt Probability for a Poisson-Geometric Risk Model of Double Line with Poisson Process under Stochastic Interest

本文建立了在保费收入为Poisson过程的情况下带随机利率和干扰项的双险种风险模型,研究了理赔次数服从Poisson-Geometric分布的情况下,得到了破产概率的表达式。

A risk model of double lines with Poisson process under stochastic interest and interference is proposed in the paper.The model studies the expression of the bankrupt probability on the case that follows the Poisson-Geometric distribution,expression of the proposed is papen probability.