Ruin Probabilities of Double Compound Poisson Risk Model under Proportional Reinsurance and Interest Force

Jia Niannian; Xia Yunfan

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Ruin Probabilities of Double Compound Poisson Risk Model under Proportional Reinsurance and Interest Force

机译：比例再保险和利率作用下双复合Poisson风险模型的破产概率

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The researchers introduced interest force and reduced the risk of the insurance company with the proportional reinsurance under double compound Poisson risk model. Differential-Integral equations of ruin probabilities in finite and infinite time were provided. These conclusions have theoretical significance for the insurance company measuring ruin risk.

机译：在双重复合Poisson风险模型下，研究人员引入了利率，并通过比例再保险降低了保险公司的风险。提供了有限时间和无限时间内的毁灭概率微分积分方程。这些结论对保险公司衡量破产风险具有理论意义。

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《Journal of Modern Mathematics and Statistics》 |2012年第2期|共4页
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Jia Niannian; Xia Yunfan;
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2. Dynamic Proportional Reinsurance and Approximations for Ruin Probabilities in the Two-Dimensional Compound Poisson Risk Model [J] . YanLi, GuoxinLiu Discrete dynamics in nature and society . 2012,第4期

机译：二维复合Poisson风险模型中破产概率的动态比例再保险和逼近
3. Minimizing the probability of ruin: Two riskless assets with transaction costs and proportional reinsurance [J] . Liang Xiaoqing, Young Virginia R. Statistics & Probability Letters . 2018,第期

机译：最大限度地减少破坏的可能性：交易成本和比例再保险的两个无风险资产
4. The Ruin Probability for Compound Poisson Risk Model with a Two-step Premium Rate [C] . Xuesi Ma, Ming Li The proceedings of 2010 international conference on probability and statistics of the International Institute for General Systems Studies.;vol. 1.;Advances on probability and statistics . 2010

机译：具有两步保费率的复合泊松风险模型的破产概率
5. Periodicity and ruin probabilities for compound non-homogeneous Poisson processes. [D] . Lu, Yi. 2001

机译：复合非均匀泊松过程的周期性和破产概率。
6. Minimizing Lundberg inequality for ruin probability under correlated risk model by investment and reinsurance [O] . Lin Xu, Minghan Wang, Bin Zhang -1

机译：通过投资和再保险在相关风险模型下最小化Lundberg不等式的破产概率
7. Ruin probability of a discrete-time risk process with proportional reinsurance and investment for exponential and Pareto distributions [O] . Jasiulewicz, Helena, Kordecki, Wojciech 2015

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Ruin Probabilities of Double Compound Poisson Risk Model under Proportional Reinsurance and Interest Force

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