摘要
运用求经典风险模型破产概率的Pollazek-Khinchin公式的方法,得到了当赔付为复合Poisson-Geometric过程的风险模型下破产概率满足的Pollazek-Khinchin公式.
In this paper,the method of the Pollazek-Khinchin formula was applied to achieve the Pollazek-Khinchin formula of the risk model for ruin probability in classic risk model.It is proved that the claim process is a compound Poisson-Geometric process.
出处
《佳木斯大学学报(自然科学版)》
CAS
2011年第6期939-941,共3页
Journal of Jiamusi University:Natural Science Edition