The Survival Probability in Generalized Poisson Risk Model

被引：3
作者：
GONG Ri-zhao( Institute of Mathematics and Software
机构：
来源：
数学季刊 | 2003年 / 02期
关键词：
risk model; conditional expectation; survival probability;
D O I：
暂无
中图分类号：
O211.67 [期望与预测];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
In this paper we generalize the aggregated premium income process from a constant rate process to a poisson process for the classical compound Poinsson risk model, then for the generalized model and the classical compound poisson risk model, we respectively get its survival probability in finite time period in case of exponential claim amounts.
引用
收藏
页码：134 / 139
页数：6
相关论文
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  • [5] Stochastic simulation and analysis of claims and ruin for an insurance company. SUN Li-juan,GU Lan. Application of Statistics and Management . 1999
  • [6] Measure and Probability. YAN Shi-jian,LIU Xiu-fang. . 1994
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