The probability of ruin in double -type insurance generalized compound Poisson risk model
WANG Zhi-fu
TIAN Feng
JIN Shu
PAN Xu
WANG Yan
Abstract：The generalized compound Poisson risk model was generalized to double -type insurance com-pound Poisson risk model .Explicit expressions of ruin probability ψ( u) and security coefficient under the condi-tion that the claims obey an exponential distribution or a combination of several exponential distribution and the initial capital is u.
Keywords：ruin probability of generalized compound Poisson risk modelexponential distributioncombi-nation of several exponential distribution
Publication Date：2014-01-01
Online Publishing Date：2025-08-15(First online date of this platform, not the publication date of the document)
Pages：5( 1-4,60 )