| 具有投资收益的双险种双复合Poisson-Geometric风险模型的破产概率 |
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| 引用本文： | 宋鑫,廖基定,王琳,张邦.具有投资收益的双险种双复合Poisson-Geometric风险模型的破产概率[J].南华大学学报(自然科学版),2023(2):91-96. |
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| 作者姓名： | 宋鑫 廖基定 王琳 张邦 |
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| 作者单位： | 南华大学 数理学院,湖南 衡阳 421001;湖南交通工程学院 公共基础课部,湖南 衡阳 421001 |
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| 基金项目： | 湖南省科技厅项目(2010SKR02) |
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| 摘 要： | 本文研究了保费过程和索赔过程均为复合Poisson-Geometric过程的具有投资收益的双险种双复合Poisson-Geometric风险模型,利用概率论中的期望理论和切比雪夫不等式,得出此模型的调节系数不存在。在将干扰因素考虑进来后,得到了调节系数和破产概率的表达式。
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| 关 键 词： | 双险种 复合Poisson-Geometric过程 破产概率 投资 |
| 收稿时间： | 2022/12/13 0:00:00 |
The Ruin Probability of a Double-type-insurance Double Compound Poisson-Geometric Risk Model with Investment Returns |
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| SONG Xin,LIAO Jiding,WANG Lin,ZHANG Bang.The Ruin Probability of a Double-type-insurance Double Compound Poisson-Geometric Risk Model with Investment Returns[J].Journal of Nanhua University:Science and Technology,2023(2):91-96. |
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| Authors: | SONG Xin LIAO Jiding WANG Lin ZHANG Bang |
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| Institution: | School of Mathematics and Physics, University of South China, Hengyang, Hunan 421001, China;Department of Public Infrastructure, Hunan Institute of Traffic Engineering, Hengyang, Hunan 421001, China |
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| Abstract: | A double compound Poisson-Geometric risk model with investment returns has been studied, in which the premium process and claim process are both Poisson-Geometric process. Using the expectation theory in probability theory and the Chebyshev inequality, it concludes that the adjustment coefficient of this model does not exist. After taking the interference factors into account, the expressions of the adjustment coefficient and the ruin probability are obtained. |
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| Keywords: | double-type-insurance compound Poisson-Geometric process ruin probability investment |
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