Title: The Probability for the Extensive Risk Model
Abstract: The classic compound Poisson risk model is generalized to a new risk model,in which the arrival of policies follow Poisson process and the premium is variation.The claim process follows Poisson-Geomtric process.The new risk model is set up.Finally the general formula of the ruin probability for the new risk model is given,and a upper bound for the ruin probability for this model is got.
Publication Year: 2007
Publication Date: 2007-01-01
Language: en
Type: article
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