Some Results on a Double Compound Poisson-Geometric Risk Model with Interference

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2012Publisher:Scientific Research Publishing, Inc.Journal:Theoretical Economics Letters, volume 2, pages 45-49 (issn: 2162-2078, eissn: 2162-2086,

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Authors: Dezhi Yan;

doi: 10.4236/tel.2012.21008

Some Results on a Double Compound Poisson-Geometric Risk Model with Interference

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Abstract

In this paper, we study the actual operating of an insurance company with random income. A double compound Poisson-Geometric risk model with interference was established. By using the martingale method, the adjustment coefficient equation, the formula and the upper bound of ruin probability, the time to reach a given level in this new risk mo- del were obtained.

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Shandong Jiaotong University
China (People's Republic of)

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