QI Yi. The Probability of Ruin in Generalized Compound Poisson ProcessJ. Chinese Journal of Applied Probability and Statistics, 1999, 15(2): 141-146.
Citation: QI Yi. The Probability of Ruin in Generalized Compound Poisson ProcessJ. Chinese Journal of Applied Probability and Statistics, 1999, 15(2): 141-146.
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The Probability of Ruin in Generalized Compound Poisson Process

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  • This paper discuss how to generalize the aggregate claims .St 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.
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