| 广义复合Poisson风险模型下的生存概率 |
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| 引用本文： | 龚日朝. 广义复合Poisson风险模型下的生存概率[J]. 数学季刊, 2003, 18(2): 134-139 |
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| 作者姓名： | 龚日朝 |
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| 作者单位： | Institute of Mathematics and Software，Xiangtan Polytechnic University，Xiangtan 411201，China |
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| 基金项目： | Supported by the Natural Science Foundation of China(10071019) |
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| 摘 要： | In this paper we generalize the aggregated premium income process from a constant rate process to a poisson process for the classical compound Poinsson risk model, then for the generalized model and the classical compound poisson risk model, we respectively get its survival probability in finite time period in case of exponential claim amounts.
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| 关 键 词： | 生存概率 广义复合Poisson风险模型 条件期望 集体风险论 保险 Poisson过程 指数分布 |
The Survival Probability in Generalized Poisson Risk Model |
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| GONGRi-zhao. The Survival Probability in Generalized Poisson Risk Model[J]. Chinese Quarterly Journal of Mathematics, 2003, 18(2): 134-139 |
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| Authors: | GONGRi-zhao |
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| Affiliation: | InstituteofMathematicsandSoftware,XiangtanPolytechnicUniversity,Xiangtan411201,China |
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| Abstract: | In this paper we generalize the aggregated premium income process from a constant rate process to a poisson process for the classical compound Poinsson risk model,then for the generalized model and the classical compound poisson risk model ,we respectively get its survival probability in finite time period in case of exponential claim amounts. |
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| Keywords: | risk model conditional expectation survival probability |
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