Chinese Quarterly Journal of Mathematics ›› 2003, Vol. 18 ›› Issue (2): 134-139.
Previous Articles Next Articles
Received:
Online:
Published:
About author:
Supported by:
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
CLC Number:
O211.67 
 
GONG Ri-zhao. The Survival Probability in Generalized Poisson Risk Mode[J]. Chinese Quarterly Journal of Mathematics, 2003, 18(2): 134-139.
/ Recommend
Add to citation manager EndNote|Ris|BibTeX
URL: https://sxjk.magtechjournal.com/EN/
https://sxjk.magtechjournal.com/EN/Y2003/V18/I2/134