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Bulgarian Digital Mathematics Library at IMI-BAS
Article . 2009
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Compound Compound Poisson Risk Model

descriptionPublicationkeyboard_double_arrow_right Article 01 Jan 2009 Bulgaria English Publisher:Institute of Mathematics and Informatics Bulgarian Academy of Sciences
Authors: Minkova, Leda D.;

handle: 10525/2668

Compound Compound Poisson Risk Model

Abstract

2000 Mathematics Subject Classification: 60K10, 62P05. The compound Poisson risk models are widely used in practice. In this paper the counting process in the insurance risk model is a compound Poisson process. The model is called Compound Compound Poisson Risk Model. Some basic properties and ruin probability are given. We analyze the model under the proportional reinsurance. The optimal retention level and the corresponding adjustment coefficient are obtained. The particular case of the Pólya-Aeppli risk model is discussed. This paper is partially supported by Sofia University grant 221/2008.

Country
Bulgaria
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Keywords

Compound Poisson Process, Cramér-lundberg Approximation, Ruin Probability, Pólya-aeppli Risk Model

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selected citations
These citations are derived from selected sources.
This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Citations provided by BIP!
popularity
This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.
BIP!Popularity provided by BIP!
influence
This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).
BIP!Influence provided by BIP!
impulse
This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.
BIP!Impulse provided by BIP!
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