期刊论文

The Ruin Probability of a Double-type-insurance Double Compound Poisson-Geometric Risk Model with Investment Returns

中文

南华大学学报(自然科学版)

1673-0062

2023

37

02

91-96

10.19431/j.cnki.1673-0062.2023.02.013

湖南省科技厅项目(2010SKR02)。

本校为第一机构

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。

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 th...MORE 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 exis...