广义复合Poisson模型下的破产概率

The Probability of Ruin in Generalized Compound Poisson Process

摘要: 本文主要讨论如何把经典的破产模型中到t时刻的风险S_t由一个复合 Poisson过程推广到广义复合Poisson过程，以此来解决同一时刻有两个以上顾客要求索赔的实际问题。

Abstract: This paper discuss how to generalize the aggregate claims .S_t at time t from a compound Poisson process to a generalized compound Poisson process. so we call solute the problem that more than two claims at the same time.