广义复合Poisson风险模型下的生存概率

数学季刊 ›› 2003, Vol. 18 ›› Issue (2): 134-139.

广义复合Poisson风险模型下的生存概率

Institute of Mathematics and Software, Xiangtan Polytechnic University, Xiangtan 411201, China

收稿日期:2000-11-21 出版日期:2003-06-30 发布日期:2024-04-15
作者简介:GONG R-zho(1966-),male,native of Anhua,Hunan,M.S.D.,an assciate professr of Ximgtan Pody- technic University,engages in risk theory.
基金资助:
Supported by the Natural Science Foundation of China(10071019)

The Survival Probability in Generalized Poisson Risk Mode

Institute of Mathematics and Software, Xiangtan Polytechnic University, Xiangtan 411201, China

Received:2000-11-21 Online:2003-06-30 Published:2024-04-15
About author:GONG R-zho(1966-),male,native of Anhua,Hunan,M.S.D.,an assciate professr of Ximgtan Pody- technic University,engages in risk theory.
Supported by:
Supported by the Natural Science Foundation of China(10071019)

摘要/Abstract

摘要： In this paper we generalize the aggregated premium income process from a constant rate pro- cees to a poisson process for the classical compound Poinsson risk modlel,then for the generalized moclel and the classical compound poisson risk model,we respectively get its survival probability in finite time period in case of exponential claim amounts.

关键词: risk model, conditional expectation, survival probability

Abstract: In this paper we generalize the aggregated premium income process from a constant rate pro- cees to a poisson process for the classical compound Poinsson risk modlel,then for the generalized moclel and the classical compound poisson risk model,we respectively get its survival probability in finite time period in case of exponential claim amounts.

Key words: risk model, conditional expectation, survival probability

中图分类号:

O211.67

龚日朝. 广义复合Poisson风险模型下的生存概率[J]. 数学季刊, 2003, 18(2): 134-139.

GONG Ri-zhao. The Survival Probability in Generalized Poisson Risk Mode[J]. Chinese Quarterly Journal of Mathematics, 2003, 18(2): 134-139.