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《College Mathematics》 2010-03
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Feller Expression of the Survival Probabilities of the Risk Model with Double Poisson Processes by Diffusion

DONG Ying-hua1,2(1.College of Math & Physics,Nanjing University of Information & Technology,Nanjing,Jiangsu 210044,China;2.Department of Mathematics,Soochow University,Suzhou,Jiangsu 215006,China)  
This paper focuses on the risk model with double Poisson processes by diffusion,the Feller expression of the survival probabilities of the risk model is given in terms of some techniques from martingale theory.
【Fund】: 南京信息工程大学校内科研基金资助(Y627)
【CateGory Index】: F224;F840
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【Citations】
Chinese Journal Full-text Database 1 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];Mathematical Theory and Application;2003-01
【Co-citations】
Chinese Journal Full-text Database 10 Hits
1 XU Huai~1,TANG Ling~2(1.School of Mathematics and Computational Science,Anhui University,Hefei 230009,China;2.Department of Mathematics and Physics,Anhui Institute of Architecture & Industry,Hefei 230022,China);Finite time ruin deficit distibution on a risk model[J];Journal of Anhui University(Natural Sciences);2005-05
2 SHEN Wen-kang,WANG Chuan-yu,ZHANG Jian-biao,LI Xiao-feng(Dept of Math &Phy.,Anhui University of Technology and Science,Wuhu 241000,China);Ruin probability for two classes of risk process[J];Journal of Anhui University of Technology and Science(Natural Science);2008-01
3 WANG Chu,KONG Fan-chao(School of Mathematics and Computational Science,Anhui University,Hefei 230039,China);Ruin Probability in Double Generalized Compound Poisson Risk Model with Disturbance[J];Journal of Anqing Teachers College(Natural Science Edition);2007-02
4 JIN Kui (College of Mathematics and Computer science,Anhui Normal University,Wuhu 241000,China);The Multiple Line Risk Whose Premiume is a Stochastic Process[J];Journal of Anqing Teachers College(Natural Science Edition);2007-03
5 WANG Yu-qing1,JIANG Wei2(1.School of Science,Hefei University of Technology,Hefei 230009; 2.College of Computer&Information Science,Anqing Teachers College,Anqing 246133,China);Risk Model with Interference Item and Two Compound Poisson Models[J];Journal of Anqing Teachers College(Natural Science Edition);2007-04
6 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];Pure and Applied Mathematics;2006-02
7 DONG Yinghua(College of Mathematical Science and Computational Technology,Central South University,Changsha 410075,China);Ruin Probability in Risk Model of Generalized Double Poisson Processes[J];Journal of Changsha Railway University;2003-01
8 ZHANG Jian-ye 1 , WANG Yong-mao 1 , QIN Gui-xia 1 (1. College of Sciences, Yanshan University, Qinhuangdao, Hebei 066004, China);Risk model construction of unit-linked insurance and its ruin probability by martingale analysis[J];Journal of Yanshan University;2008-06
9 XU Huai~1,TANG Ling~2 (1.School of Mathematics,Anhui University,Hefei 230039,China;2.Department of mathematics,Anhui Institute of Architecture & Industry, Hefei 230022,China);Additive Property of Compound Poisson Process[J];College Mathematics;2006-06
10 XIANG Yang1,2,LIU Zai-miog1(1.Sciool of Mathematics,Ceotral South University,Changsha,Hunan 410075,China;2.Department of Mathematics,Huaihua University,Huaihua,Hunan 418008,China);On the Renewal Risk Model When the Premium Income Is a Poisson Process[J];College Mathematics;2007-01
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