索赔为稀疏过程的二维风险模型的破产概率

Ruin Probability in Two-dimensional Risk Model for Claims as a Thinning Process

研究了二维风险模型,其中保单到达是复合Poisson-Geometric过程,且索赔发生是保单到达过程的q-稀疏过程.对二维模型定义了3种不同的破产概率,并运用一维风险模型的相关理论得到了3种破产概率的明确表达式或者上界.

A two-dimensional risk model was considered,where the arrival of policies was compound Poisson-Geometric process and the arrival of the claims followed a q-thinning process of the arrival of policies.The three kinds of ruin probabilities were defined,and by using the results of one-dimensional risk model,the explicit ruin probabilities or the upper bounds were obtained.