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Some Results on a Double Compound Poisson-Geometric Risk Model with Interference
Department of Economic, Shandong Jiaotong University, Jinan, China
- 1 Department of Economic, Shandong Jiaotong University, Jinan, China
Theoretical Economics Letters·Volume 02 (2012)·Pages 45–49·Published 23 February 2012·DOI10.4236/tel.2012.21008
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Abstract
In this paper, we study the actual operating of an insurance company with random income. A double compound Poisson-Geometric risk model with interference was established. By using the martingale method, the adjustment coefficient equation, the formula and the upper bound of ruin probability, the time to reach a given level in this new risk mo- del were obtained.
KeywordsRuin ProbabilityCompound Poisson-Geometric Risk ModelMartingaleStopping TimeMoment Generating FunctionLaplace TransformAdjustment Coefficient Equation
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