Studies on a double Poisson-geometric insurance risk model with interference
type: Item
instance of: scholarly article
title: Studies on a double Poisson-geometric insurance risk model with interference
zbMATH Open document ID: 1264.91070
DOI: 10.1155/2013/128796
author: Yujuan Huang
author: Wenguang Yu
published in: Discrete Dynamics in Nature and Society
publication date: 2013-06-13T00:00:00Z
review text: Summary: We study 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.
Mathematics Subject Classification ID: 91B30
zbMATH DE Number: 6175035
Wikidata QID: Q58921231
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.1155/2013/128796
OpenAlex ID: W2126153876
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description: scientific article; zbMATH DE number 6175035