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《Mathematical Theory and Applications》 2007-04
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Risk Model of Double Line under Stochastic Interest

Chen Qian Yu Lanping (School of idealist philosophy,Central South University of forestry and technology,Changsha,410075)  
In this paper,the risk model of stochastic interest is generalized to Poisson risk model of double line.We derive adjust coefficient and the formula of ruin probability.
【Fund】: 中南林业科技大学青年科学研究基金资助(20062021)
【CateGory Index】: F840;F224
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Chinese Journal Full-text Database 5 Hits
1 ZHANG Hui-yong LI Peng-fei(School of Mathematical Sciences and Computing Technology,Central South University,Changsha 410075,China);Ruin Probability of Open-end Fund[J];Journal of East China Jiaotong University;2007-02
2 MA Chi~(1,2),WANG Han-xing~2(1.Dept.of Mathematics and Physics,Anhui University of Science and Technology,Huainan Anhui 232001,China;2.Dept.of Mathematics,Shanghai University,Shanghai 200444,China);An Estimate of Ruin Probability for Double Cox and Two-Type-Risk insurance Risk Process[J];Journal of Anhui University of Science and Technology(Natural Science);2006-01
3 CHEN Xin-mei(College of Mathematics and Computing Science,Changsha University ofScience and Technology,Changsha 410076,China);The generalized compound Poisson risk model with stochastic interest[J];Journal of Changsha University of Science & Technology(Natural Science);2006-02
4 Lin Xie Shuguang Shen;Insurance Company's Optimal Dividend Policy and Solvency Capability[J];South China Journal of Economics;2008-01
5 Chen Xuejiao (School of Mathematical Sciences and Computing Technology,Central South University,Changsha,410075);Compond Poisson Risk Model for Multi-type-risk Insurance and the Ruin Probability[J];Mathematical Theory and Applications;2009-03
【Secondary Citations】
Chinese Journal Full-text Database 1 Hits
1 Zhang Lin(Hunan College of Finance and Economics,Changsha, 410079);THE RUIN MODEL OF INSURANCE COMPANY[J];MATHEMATICS IN ECONOMICS;1997-01
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