Studies on a Double Poisson-Geometric Insurance Risk Model with Interference

YujuanHuang; WenguangYu

首页> 外文期刊>Discrete dynamics in nature and society >Studies on a Double Poisson-Geometric Insurance Risk Model with Interference

【24h】

Studies on a Double Poisson-Geometric Insurance Risk Model with Interference

机译：具有干扰的双重泊松几何保险风险模型研究

获取原文

掌桥外文数据库（机构版） >>

开具论文收录证明 >>

文献代查 >>

页面导航

摘要
著录项
相似文献
相关主题

摘要

This paper mainly studies a generalized double Poisson-Geometric insurance risk model. By martingale and stopping time approach, we obtain adjustment coefficient equation, the Lundberg inequality, and the formula for the ruin probability. Also the Laplace transformation of the time when the surplus reaches a given level for the first time is discussed, and the expectation and its variance are obtained. Finally, we give the numerical examples.

机译：本文主要研究广义双重Poisson-Geometric保险风险模型。通过mar和停顿时间的方法，我们得到了调整系数方程，伦德伯格不等式和破产概率公式。还讨论了盈余第一次达到给定水平时的时间的拉普拉斯变换，并获得了期望值及其方差。最后，我们给出数值示例。

著录项

来源
《Discrete dynamics in nature and society》 |2013年第3期|共8页
作者
YujuanHuang; WenguangYu;
展开▼
作者单位

展开▼
收录信息
原文格式 PDF
正文语种
中图分类数学模拟、近似计算;
关键词

相似文献

外文文献
中文文献
专利

1. Studies on a double poisson-geometric insurance risk model with interference [J] . Huang Y., Yu W. Discrete dynamics in nature and society . 2013,第Pta1期

机译：具有干扰的双重泊松几何保险风险模型研究
2. Some Results on a Double Compound Poisson-Geometric Risk Model with Interference [J] . Dezhi Yan Theoretical Economics Letters . 2012,第1期

机译：具有干扰的双重复合Poisson几何风险模型的一些结果
3. The multi-year non-life insurance risk in the additive reserving model: Quantification of multi-year non-life insurance risk in chain ladder reserving models (vol 52, pg 590, 2013) [J] . Diers Dorothea, Linde Marc, Hahn Lukas Insurance . 2016,第Mara期

机译：累加储备模型中的多年非人寿保险风险：链式梯形储备模型中的多年非人寿保险风险的量化（第52卷，第590页，2013年）
4. The Expected Discounted Penalty Function for Poisson-Geometric Risk Model Perturbed by Diffusion [C] . Li Jinzhi, Liu Haiying International conference on financial risk and corporate finance management . 2013

机译：扩散扰动的泊松 - 几何风险模型的预期折扣罚款
5. Continuing professional education of insurance and risk management practitioners: A comparative case study of customer service representatives, insurance agents and risk managers. [D] . Krauss, George E. 2009

机译：保险和风险管理从业人员的继续专业教育：客户服务代表，保险代理和风险管理人员的比较案例研究。
6. Risk Prediction Model for Colorectal Cancer: National Health Insurance Corporation Study, Korea [O] . Aesun Shin, Jungnam Joo, Hye-Ryung Yang, 2010

机译：大肠癌的风险预测模型：韩国国家健康保险公司研究
7. Some Results on a Double Compound Poisson-Geometric Risk Model with Interference [O] . Dezhi Yan 2012

机译：具有干扰的双重复合Poisson几何风险模型的一些结果

Studies on a Double Poisson-Geometric Insurance Risk Model with Interference

摘要

著录项

相似文献

相关主题

期刊订阅