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