双稀疏过程在破产问题中的应用

The Applications of Double Thinning Process in Risk Problem

研究了一类双稀疏的风险过程,其中保单到达过程是一个强度为的Poisson过程,而索赔发生过程是保单到达过程的p-稀疏过程和q-稀疏过程的双Poisson过程。对此模型给出了其破产概率的具体上界,并与其它一类风险模型进行了比较。

Discusses a double thinning risk process,which the arrival of policy is a Poisson process and the claims occurring is the policy arrival′s double Poisson process of p-thinning process and q-thinning process.For this model,gives its upper bound of the ruin probability,and compares with other risk models.