Poisson-Geometric二维风险模型的生存概率
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摘要
研究一种索赔到达服从复合Poisson-Geometric过程的二维风险模型,得到了该模型的生存概率Laplace变换后所满足的积分微分方程。
For a class of two-dimensional risk model which the compensation arrives to the Poisson-Geometric process,we obtain the integral-differential equation of survival probability of the risk model.
For a class of two-dimensional risk model which the compensation arrives to the Poisson-Geometric process,we obtain the integral-differential equation of survival probability of the risk model.
引文
[1] LUNDBERG F I. Approximerad franstllning of sannolikhetsfunktionen. II.terfrskring af Kollektivrisker[M]. Uppsala:Uppsala University,1903.
[2]毛泽春,刘锦萼.索赔次数为复合Poisson-Geometric过程的风险模型及破产概率[J].应用数学学报,2005,28(3):419-428.
[3]钱晓涛.带干扰的多险种双Poisson-Geometric过程风险模型[J].福州大学学报(自然科学版),2010,38(1):11-13.
[4]杨鹏,林祥,王献锋.复合Poisson-Geometric风险过程下最优再保险-投资组合选择[J].应用数学学报,2015,38(1):174-182.
[5]贺丽娟,王成勇,张锴.变保费率复合Poisson-Geometric过程风险模型的Gerber-Shiu折现惩罚函数[J].工程数学学报,2016,33(2):121-130.
[6]孙宗岐,陈志平.复合Poisson-Geometric风险下保险公司的最优投资-再保-混合分红策略[J].工程数学学报,2016,33(5):463-479.
[7]乔克林,韩建勤.改进后的复合Poisson-Geometric风险模型的生存概率[J].重庆师范大学学报(自然科学版),2016,33(4):69-73.
[8]乔克林,韩建勤.常红利边界下带投资的复合PoissonGeometric风险模型[J].贵州师范大学学报(自然科学版),2016,34(6):65-69.
[9]CHAN W S,YANG H L,ZHANG L. Some results on ruin probabilities in a two-dimensional risk model[J]. Insurance:Mathematics and Economics,2003,32(3):345-358.
[10]吴传菊,王晓光,何晓霞,等.稀疏过程下一类相依两险种风险模型的破产概率[J].应用概率统计,2015,31(5):503-513.
[11]岳毅蒙,王欣,李江涛.二维风险模型带交易费用的最优分红[J].甘肃科学学报,2016,28(5):26-29.
[12]李会杰,倪佳林,傅可昂.一类带投资和副索赔的二维时依风险模型破产概率的渐近估计[J].高校应用数学学报,2017,32(3):283-294.
[13]DITKIN V A,PRUDNIKOV A P. Operational calculus in two variables and its applications[M]. Oxford:Pergamon Press,1962.
[2]毛泽春,刘锦萼.索赔次数为复合Poisson-Geometric过程的风险模型及破产概率[J].应用数学学报,2005,28(3):419-428.
[3]钱晓涛.带干扰的多险种双Poisson-Geometric过程风险模型[J].福州大学学报(自然科学版),2010,38(1):11-13.
[4]杨鹏,林祥,王献锋.复合Poisson-Geometric风险过程下最优再保险-投资组合选择[J].应用数学学报,2015,38(1):174-182.
[5]贺丽娟,王成勇,张锴.变保费率复合Poisson-Geometric过程风险模型的Gerber-Shiu折现惩罚函数[J].工程数学学报,2016,33(2):121-130.
[6]孙宗岐,陈志平.复合Poisson-Geometric风险下保险公司的最优投资-再保-混合分红策略[J].工程数学学报,2016,33(5):463-479.
[7]乔克林,韩建勤.改进后的复合Poisson-Geometric风险模型的生存概率[J].重庆师范大学学报(自然科学版),2016,33(4):69-73.
[8]乔克林,韩建勤.常红利边界下带投资的复合PoissonGeometric风险模型[J].贵州师范大学学报(自然科学版),2016,34(6):65-69.
[9]CHAN W S,YANG H L,ZHANG L. Some results on ruin probabilities in a two-dimensional risk model[J]. Insurance:Mathematics and Economics,2003,32(3):345-358.
[10]吴传菊,王晓光,何晓霞,等.稀疏过程下一类相依两险种风险模型的破产概率[J].应用概率统计,2015,31(5):503-513.
[11]岳毅蒙,王欣,李江涛.二维风险模型带交易费用的最优分红[J].甘肃科学学报,2016,28(5):26-29.
[12]李会杰,倪佳林,傅可昂.一类带投资和副索赔的二维时依风险模型破产概率的渐近估计[J].高校应用数学学报,2017,32(3):283-294.
[13]DITKIN V A,PRUDNIKOV A P. Operational calculus in two variables and its applications[M]. Oxford:Pergamon Press,1962.