On the Cox Risk Model When the Premium Income Is a Compound Poisson Process

机译：保费收入为复合泊松过程时的考克斯风险模型

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Researching the ruin probability of the Cox risk model when the arrival of insurance policies is a compound Poisson process by martingale method, we offer the super bound of ruin probability. And we discuss the integral representation of the ultimate non-ruin probability and the integral-differential representation of the finite non-ruin probability when the intensity process of the Cox process is a markovian jump process.

机译：用mar方法研究保险单到来是复合泊松过程时Cox风险模型的破产概率，提供了破产概率的上界。当Cox过程的强度过程为马尔可夫跳跃过程时，我们讨论了最终非废墟概率的积分表示和有限非废墟概率的积分微分表示。

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来源
《2009 International Institute of Applied Statistics Studies(2009 国际应用统计学术研讨会）论文集》|2009年|1-5|共5页
会议地点 Qingdao(CN)
作者
YAO Bing; ZHAO Mingqing;
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作者单位

College of Information Science and Engineering Shandong University of Science and Technology P.R.China 266510;

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关键词
Ruin Probability; Cox Process; Martingale; Markovian Jump Process;

机译：破坏概率；考克斯工艺鞅;马尔可夫跳跃过程;

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2. Estimating the Gerber-Shiu Function in a Compound Poisson Risk Model with Stochastic Premium Income [J] . Yunyun Wang, Wenguang Yu, Yujuan Huang Discrete dynamics in nature and society . 2019,第4期

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3. On a compound Poisson risk model with delayed claims and random incomes [J] . Yuanyuan Hao, Hu Yang Applied mathematics and computation . 2011,第24期

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4. On the Cox Risk Model When the Premium Income Is a Compound Poisson Process [C] . YAO Bing, ZHAO Mingqing International Institute of Applied Statistics Studies . 2009

机译：在Cox风险模型时，优质收入是复合泊松过程
5. Empirical comparisons of logistic regression, Poisson regression, and Cox proportional hazards modeling in analysis of occupational cohort data [D] . Callas, Peter W. 1994

机译：Logistic回归，Poisson回归和Cox比例风险建模在职业人群数据分析中的经验比较
6. Applying the compound Poisson process model to the reporting of injury-related mortality rates [O] . Scott R Kegler 2007

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7. Estimating the Gerber-Shiu Function in a Compound Poisson Risk Model with Stochastic Premium Income [O] . Yunyun Wang, Wenguang Yu, Yujuan Huang 2019

机译：随机溢价收入估算复合泊松风险模型中的格柏曲功能

On the Cox Risk Model When the Premium Income Is a Compound Poisson Process

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