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双险种双复合Poisson-Geometric风险模型

王春梅 廖基定

南华大学学报:自然科学版2011,Vol.25Issue(3):68-71,4.
南华大学学报:自然科学版2011,Vol.25Issue(3):68-71,4.

双险种双复合Poisson-Geometric风险模型

Research on the Double-compound Poisson-Geometric Risk Model with Double-type-insurance

王春梅 1廖基定1

作者信息

  • 1. 南华大学数理学院,湖南衡阳421001
  • 折叠

摘要

Abstract

A type-insurance risk model with double compound Poisson-Geometric process is generalized. A double compound Poisson-Geometric risk model of double-type-insurance is constructed, and two risk models with band interference or not are studied. It is proved that the adjustment coefficient does not exist in the risk model without band interference. But, considering random factors, its adjustment coefficient exists.

关键词

双险种/复合Poisson—Geometric过程/破产概率/带干扰

Key words

double-type-insurance/compound Poisson-Geometric process/ruin probability/band interference

分类

数理科学

引用本文复制引用

王春梅,廖基定..双险种双复合Poisson-Geometric风险模型[J].南华大学学报:自然科学版,2011,25(3):68-71,4.

基金项目

基金项目:湖南省科学技术厅基金资助项目 ()

南华大学学报:自然科学版

1673-0062

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