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《Journal of Shandong University(Natural Science)》 2008-02
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Ruin probability for a compound Poisson-Geometric process of multi-risk model with interference

YU Wen-guang1,HUANG Yu-juan2 (1.School of Statistics and Mathematics,Shandong Economic University,Jinan 250014,Shandong,China; 2.Department of Mathematics and Physics,Shandong Jiaotong University,Jinan 250023,Shandong,China)  
A risk model,which the compensation arrives to the compound Poisson-Geometric process,was generalized.The arrival of term policies with interference,which was a Poisson process with intensity α,was studied.Applying the martingle theory,the Lundberg inequality and the formula for the ruin probability were concluded.
【Fund】: 国家自然科学基金资助项目(70431002)
【CateGory Index】: O211.6
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