| 双复合Poisson Geometric风险模型及其破产概率 |
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| 引用本文： | 周绍伟. 双复合Poisson Geometric风险模型及其破产概率[J]. 山东大学学报(理学版), 2009, 44(12): 60-63 |
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| 作者姓名： | 周绍伟 |
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| 作者单位： | 山东科技大学理学院， 山东 青岛 266510 |
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| 基金项目： | 山东科技大学春蕾计划资助项目 |
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| 摘 要： | 对理赔到达为复合Poisson Geometric过程的风险模型进行了推广,建立了双复合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其进行了研究,证明了基于此模型的调节系数是不存在的。并进一步考虑到保险经营中的随机因素,将模型推广为带干扰的情形,得到了破产概率表达式及其上界。
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| 关 键 词： | 复合Poisson Geometric过程 破产概率 调节系数 |
| 收稿时间： | 2008-11-07 |
A double-compound Poisson-Geometric risk model and ruin probability |
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| ZHOU Shao-wei. A double-compound Poisson-Geometric risk model and ruin probability[J]. Journal of Shandong University, 2009, 44(12): 60-63 |
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| Authors: | ZHOU Shao-wei |
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| Affiliation: | College of Science, Shandong University of Science and Technology, Qingdao 266510, Shandong, China |
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| Abstract: | A risk model with compound Poisson-Geometric process is generalized.The double compound Poisson-Geometric risk model in which the arrival of policies and claims follows compound Poisson-Geometric process is constructed and studied.It is proved that the adjnstment coefficient does not exist in the model.Furthermore，considering random factors,a perturbed model is studied,and its ruin probubility and bound from upper are given. |
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| Keywords: | compound Poisson-Geometric proess ruin probability adjustment coefficient |
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