摘要
对索赔次数为复合Poisson-Geometric过程的双险种风险模型进行研究,给出了初始资本为0时破产概率的具体表达式,并得到了在初始资本为u时破产概率的近似估计及指数分布下的表达式.
A double-type insurance risk model has been discussed in this paper that the claim numbers is a compound Poisson-Geometric process. The explicit expression of ruin probability with zero initial reserve has been derived. Meanwhile, the approximate estimate and the expression under exponential distribution of ruin probability with initial reserve u have been obtained.
出处
《西南师范大学学报（自然科学版）》
CAS
CSCD
北大核心
2013年第1期16-21,共6页
Journal of Southwest China Normal University(Natural Science Edition)
基金
国家自然科学基金项目(11161020)
云南省科技厅自然科学研究基金项目(2008CD186)
云南省教育厅科研基金项目(2011C121)
红河学院博硕科研启动基金项目(XJ1S0923)
