复合Poisson-Geometric过程风险模型的破产概率满足的Pollazek-Khinchin公式

Pollazek-Khinchin Formula for Ruin Probability of Compound Poisson-Geometric Risk Model

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.