Chinese Quarterly Journal of Mathematics ›› 2003, Vol. 18 ›› Issue (2): 134-139.

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The Survival Probability in Generalized Poisson Risk Mode

  

  1.  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)

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

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