| 双险种双复合Poisson-Geometric风险模型 |
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| 引用本文： | 王春梅,廖基定.双险种双复合Poisson-Geometric风险模型[J].南华大学学报(自然科学版),2011,25(3):68-71. |
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| 作者姓名： | 王春梅 廖基定 |
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| 作者单位： | 南华大学数理学院,湖南衡阳,421001 |
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| 基金项目： | 湖南省科学技术厅基金资助项目(2010ZK3052) |
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| 摘 要： | 对单险种的双复合Poisson-Geometric风险模型进行了推广，建立了双险种双复合Poisson-Geometric风险模型，即保单到达与理赔到达均为复合Poisson-Geometric过程的风险模型，并对带干扰和不带干扰的情形进行了研究，得出当不带干扰时其调节系数是不存在的，而带干扰时，其调节系数是存在的．
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| 关 键 词： | 双险种 复合Poisson—Geometric过程 破产概率 带干扰 |
| 收稿时间： | 2011/3/17 0:00:00 |
Research on the Double-compound Poisson-GeometricRisk Model with Double-type-insurance |
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| WANG Chun-mei,LIAO Ji-ding.Research on the Double-compound Poisson-GeometricRisk Model with Double-type-insurance[J].Journal of Nanhua University:Science and Technology,2011,25(3):68-71. |
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| Authors: | WANG Chun-mei LIAO Ji-ding |
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| Institution: | * (School of Mathematics and Physics,University of South China,Hengyang,Hunan 421001,China) |
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| Abstract: | A type-insurance risk model with double compound Poisson-Geometric process is generalized.A double compound Poisson-Geometric risk model of double-type-insurance is constructed,and two risk models with band interference or not are studied.It is proved that the adjustment coefficient does not exist in the risk model without band interference.But,considering random factors,its adjustment coefficient exists. |
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| Keywords: | double-type-insurance compound Poisson-Geometric process ruin probability band interference |
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