Studies on a Double Poisson-Geometric Insurance Risk Model with Interference
This paper mainly studies a generalized double Poisson-Geometric insurance risk model. By martingale and stopping time approach, we obtain adjustment coefficient equation, the Lundberg inequality, and the formula for the ruin probability. Also the Laplace transformation of the time when the surplus...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2013-01-01
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| Series: | Discrete Dynamics in Nature and Society |
| Online Access: | http://dx.doi.org/10.1155/2013/128796 |
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| _version_ | 1832549351951433728 |
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| author | Yujuan Huang Wenguang Yu |
| author_facet | Yujuan Huang Wenguang Yu |
| author_sort | Yujuan Huang |
| collection | DOAJ |
| description | This paper mainly studies a generalized double Poisson-Geometric insurance risk model. By martingale and stopping time approach, we obtain adjustment coefficient equation, the Lundberg inequality, and the formula for the ruin probability. Also the Laplace transformation of the time when the surplus reaches a given level for the first time is discussed, and the expectation and its variance are obtained. Finally, we give the numerical examples. |
| format | Article |
| id | doaj-art-0a8fd6e9b43d4fa8ae5e2b4549731a9e |
| institution | Kabale University |
| issn | 1026-0226 1607-887X |
| language | English |
| publishDate | 2013-01-01 |
| publisher | Wiley |
| record_format | Article |
| series | Discrete Dynamics in Nature and Society |
| spelling | doaj-art-0a8fd6e9b43d4fa8ae5e2b4549731a9e2025-02-03T06:11:23ZengWileyDiscrete Dynamics in Nature and Society1026-02261607-887X2013-01-01201310.1155/2013/128796128796Studies on a Double Poisson-Geometric Insurance Risk Model with InterferenceYujuan Huang0Wenguang Yu1School of Science, Shandong Jiaotong University, Jinan 250023, ChinaSchool of Insurance, Shandong University of Finance and Economics, Jinan 250014, ChinaThis paper mainly studies a generalized double Poisson-Geometric insurance risk model. By martingale and stopping time approach, we obtain adjustment coefficient equation, the Lundberg inequality, and the formula for the ruin probability. Also the Laplace transformation of the time when the surplus reaches a given level for the first time is discussed, and the expectation and its variance are obtained. Finally, we give the numerical examples.http://dx.doi.org/10.1155/2013/128796 |
| spellingShingle | Yujuan Huang Wenguang Yu Studies on a Double Poisson-Geometric Insurance Risk Model with Interference Discrete Dynamics in Nature and Society |
| title | Studies on a Double Poisson-Geometric Insurance Risk Model with Interference |
| title_full | Studies on a Double Poisson-Geometric Insurance Risk Model with Interference |
| title_fullStr | Studies on a Double Poisson-Geometric Insurance Risk Model with Interference |
| title_full_unstemmed | Studies on a Double Poisson-Geometric Insurance Risk Model with Interference |
| title_short | Studies on a Double Poisson-Geometric Insurance Risk Model with Interference |
| title_sort | studies on a double poisson geometric insurance risk model with interference |
| url | http://dx.doi.org/10.1155/2013/128796 |
| work_keys_str_mv | AT yujuanhuang studiesonadoublepoissongeometricinsuranceriskmodelwithinterference AT wenguangyu studiesonadoublepoissongeometricinsuranceriskmodelwithinterference |