TAN Jiyang, YANG Shanchao. Ruin Probability about Dual Poisson Model with Discrete Time[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(3): 235-243.
Citation: TAN Jiyang, YANG Shanchao. Ruin Probability about Dual Poisson Model with Discrete Time[J]. Chinese Journal of Applied Probability and Statistics, 2005, 21(3): 235-243.

Ruin Probability about Dual Poisson Model with Discrete Time

  • In this paper, we discuss the discrete time compound Poisson model with premium income process also being a compound Poisson process. As the premium incomes and the individual claim amounts are discrete random variables with non-negative integer values, we find the calculation formulas of the finite time ruin probability and the eventual ruin probability by using transition probability.
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