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《College Mathematics》 2007-01
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Risk Model with Two Compound Poisson Processes by Diffusion

CAI Gao-yu1,GENG Xian-min2(1.Department of Mathematics,Yancheng Teachers College,Yancheng,Jiangsu 224002,China;2.College of Science,Nanjing University of Aeronautics and Astronautics,Nanjing 210016,China)  
We discuss the risk model with two compound Poisson processes by diffusion.Then we get Lundburg inequality and the formula of ruin probability in this new model.
【CateGory Index】: O211.67
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【References】
Chinese Journal Full-text Database 2 Hits
1 QIAO Ke-lin;GAO YUAN;ZHANG NING;College of Mathematics and Computer Science,Yan'an University;;Requirement of Working Stably of Compound Negative Binomial Risk Model with Constant Interest rate[J];延安大学学报(自然科学版);2015-01
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【Citations】
Chinese Journal Full-text Database 2 Hits
1 Dong YingHua Zhang Hanjun (Research Department,Central South University,Changsha,410075.China);Ruin Probability in Risk Model with two Poisson Processes by Diffusion[J];数学理论与应用;2003-01
2 Cheng Shixue(Information School, Renmin University of China, Beijing, 100872, P. R. China);The Survey for Researches of Ruin Theory[J];数学进展;2002-05
【Co-citations】
Chinese Journal Full-text Database 10 Hits
1 QIN Li-hua;BI Meng-hua;School of Mathematics and Information Sciences, Guangxi University;;RESEARCH ON THE MODEL OF RANDOMIZED DIVIDEND AND STOCHASTIC PREMIUM[J];井冈山大学学报(自然科学版);2016-03
2 WEI Fei;LIAO Ji-ding;School of Mathematics and Physics,University of South China;;Ruin Probability of Two Compound Poisson Risk Model with Random Rate[J];南华大学学报(自然科学版);2016-01
3 BI Meng-hua;QIN Li-hua;FANG Shi-zu;School of Mathematics and Information Sciences,Guangxi University;;Compound Binonmial Model of Two-ctype-risk with Random Income[J];广西师范学院学报(自然科学版);2016-01
4 JIA Danqin;LIU Xuanhui;ZHANG Xiajie;School of Science,Xi'an Polytechnic University;;Researches on Ruin Probability under Poisson Risk Model for Insurance Company[J];世界科技研究与发展;2015-06
5 XU Lu;REN Xiuwei;LI Biyun;School of Mathematics and Computer Science,Jianghan University;;Ruin Probability and Asymptotic Estimate of a Model with Amount of Claim Obey Normal Distribution[J];江汉大学学报(自然科学版);2015-05
6 XIA Zi-xiang;GAO Xin;HE Shu-hong;ZHANG Li-min;College of Basis and Information Engineering Institute,Yunnan Agricultural University;Economic Institute,Yunnan University;;The ruin probability for a time surplus risk model that is perturbed by diffusion[J];云南民族大学学报(自然科学版);2015-05
7 YUN Xiaoqing;College of Liren, Yanshan University;;A class of risk model with random interest rate and inflation rate[J];辽宁工程技术大学学报(自然科学版);2015-08
8 NIU Yinju;DENG Li;MA Chongwu;Computer College,Dongguan University of Technology;College of Science,Lanzhou Jiaotong University;;The Ruin Probability of Multiple-Type Risk Model with Interest Rate and Investment[J];江西师范大学学报(自然科学版);2015-03
9 ZHOU Jinle;WANG Chuanyu;HU Shana;School of Mathematics and Physics,Anhui Polytechnic University;;A dependent binary dual model under the threshold strategy perturbed by diffusion[J];贵州师范大学学报(自然科学版);2015-02
10 WANG Jian;WANG Chuanyu;ZHOU Jinle;School of Mathematics and Physics,Anhui Polytechnic University;;The Maximum Severity of Ruin in a Generalized Erlang(n) Risk Process Perturbed by Diffusion[J];盐城工学院学报(自然科学版);2015-01
【Co-references】
Chinese Journal Full-text Database 10 Hits
1 QIAO Ke-lin;QIAO Xiao-ning;CAO Zhen-jiang;College of Mathematics and Computer Science,Yanan University;;Ruin Probability Distributions of Compound Binomial Risk Model with Constant Interest Rate[J];延安大学学报(自然科学版);2014-01
2 WANG Bing-can,WEI Yan-hua (School of Mathematics and Statistics,Tianshui Normal University,Tianshui Gansu 741001,China);The Risk Model of Insurance for Taking Negative Binomial Random Process[J];江西师范大学学报(自然科学版);2010-06
3 QIAO Ke-lin,LI Fen-xiang,REN Fang-ling(Yan'an University College of Mathematics and Computer Science, Yan'an,Shaan'xi 716000,China);THE RUIN PROBABILITIES OF A SPECIAL DOUBLE TYPE-INSURANCE RISK MODEL WITH INTEREST[J];经济数学;2009-04
4 Ma Jianjing Xing Yongsheng (Mathematics and Information Science College,Shandong Institute of Business and Technology,Yantai 264005,China);Ruin Probability of Compound Negative Binomial Risk Model[J];南开大学学报(自然科学版);2008-01
5 CAI Gao-yu1,GENG Xian-min2(1.Department of Mathematics,Yancheng Teachers College,Yancheng,Jiangsu 224002,China;2.College of Science,Nanjing University of Aeronautics and Astronautics,Nanjing 210016,China);Risk Model with Two Compound Poisson Processes by Diffusion[J];大学数学;2007-01
6 HAN Li,KONG Fan-liang(Department of Mathematics,Harbin University of Science and Technology 15080.China);The Ruin Probability of a Generalized Risk Model with Two Poisson Processes by Martingale Analysis[J];数理统计与管理;2007-01
7 FANG Shi-zu~~(1,2),LUO Jian-hua~3(1.College of Mathematics and Information Science,Guangxi University,Nanning 530004,China;2.College of sciences,Xi′an Jiaotong University,Xi′an 710049,Ching;3.College of sciences,Central South Forestry University,Zhuzhou 412006,China);Risk model with two compound Poisson processes[J];纯粹数学与应用数学;2006-02
8 Dong YingHua Zhang Hanjun (Research Department,Central South University,Changsha,410075.China);Ruin Probability in Risk Model with two Poisson Processes by Diffusion[J];数学理论与应用;2003-01
9 QIAO Ke lin 1, HE Shu hong 2, MA Le rong 2 ( 1 Department of Mathematics and Computer Science,Yanan University,Yanan 716000; 2 Yun Nan University,Kunming 650091,China );The ruin probabilities in compound binomial risk model with stochastic varying yields of investment[J];延安大学学报(自然科学版);2002-04
10 Cheng Shixue(Information School, Renmin University of China, Beijing, 100872, P. R. China);The Survey for Researches of Ruin Theory[J];数学进展;2002-05
【Secondary References】
Chinese Journal Full-text Database 1 Hits
1 LI Jiang-Ping(School of Mathematics,Jiaying University,Meizhou 514015,China);Ruin Probability for Double Poisoon-Geometric Risk Model by Brown Motion[J];嘉应学院学报;2011-05
【Secondary Citations】
Chinese Journal Full-text Database 2 Hits
1 GONG Ri-zhao, LIN Feng-jun ( Department of Mathematics & Physics, Xiangtan Polytechnic University,Xiangtan 411201, China; The Eighth Middle School of Anhua County, Anhua 413521, China);Ruin probability in risk model with two poisson processes[J];湘潭师范学院学报(自然科学版);2001-01
2 SHIXUE CHENG(College of Information, Renmin's University of China, Beijing, 100872)BIAO WU(Life Actuarial Department, China Pacific Insurance Co., Ltd., Shanghai, 200002);Classical Risk Model in Fully Discrete Setting[J];运筹学学报;1998-03
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