文章基本信息

标题：Studies on a Double Poisson-Geometric Insurance Risk Model with Interference
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作者：Yujuan Huang ; Wenguang Yu
期刊名称：Discrete Dynamics in Nature and Society
印刷版ISSN：1026-0226
电子版ISSN：1607-887X
出版年度：2013
卷号：2013
DOI：10.1155/2013/128796
出版社：Hindawi Publishing Corporation
摘要：This paper mainly studies a generalized double Poisson-Geometric insurance risk model. By martingale and stopping time approach, we obtain adjustment coefficient equation, the Lundberg inequality, and the formula for the ruin probability. Also the Laplace transformation of the time when the surplus reaches a given level for the first time is discussed, and the expectation and its variance are obtained. Finally, we give the numerical examples.